Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2216	4.81
$α$	0.2172	6.43
$β$	0.5769	11.34
$γ_{1}$	-0.0325	-0.23
$γ_{2}$	0.0319	0.14
$γ_{3}$	0.1733	1.10
$γ_{4}$	-0.4827	-3.40
$γ_{5}$	0.6314	4.40
$γ_{6}$	-0.6099	-3.76
$γ_{7}$	0.4907	2.58
$γ_{8}$	-0.4447	-2.74
$γ_{9}$	0.5357	3.53
$γ_{10}$	-0.4193	-1.63

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Zuken Elmic Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zuken Elmic Inc Analyses