Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9661	4.42
$α$	0.1710	4.32
$β$	0.7402	16.70
$γ_{1}$	0.0651	0.47
$γ_{2}$	-0.0736	-0.32
$γ_{3}$	0.0926	0.52
$γ_{4}$	-0.2671	-1.83
$γ_{5}$	0.3893	2.65
$γ_{6}$	-0.4098	-2.56
$γ_{7}$	0.4436	2.90
$γ_{8}$	-0.3923	-2.70
$γ_{9}$	-0.0491	-0.24

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Nihon Housing Co Ltd 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