Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8598	4.41
$α$	0.1654	4.63
$β$	0.7418	16.92
$γ_{1}$	0.0406	0.29
$γ_{2}$	-0.0365	-0.16
$γ_{3}$	0.0709	0.41
$γ_{4}$	-0.2529	-1.76
$γ_{5}$	0.3836	2.66
$γ_{6}$	-0.4188	-2.67
$γ_{7}$	0.4874	3.25
$γ_{8}$	-0.5170	-4.04
$γ_{9}$	0.3383	3.64

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Nihon Housing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nihon Housing Co Ltd Analyses