Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5817	6.31
$α$	0.1602	6.36
$β$	0.7426	20.86
$γ_{1}$	0.0149	0.26
$γ_{2}$	0.0492	0.55
$γ_{3}$	-0.1742	-3.09
$γ_{4}$	0.1858	3.85
$γ_{5}$	-0.0916	-1.46
$γ_{6}$	-0.0116	-0.15
$γ_{7}$	0.0965	1.30
$γ_{8}$	-0.1891	-2.48
$γ_{9}$	0.1986	3.31

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Teraoka Seisakusho Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teraoka Seisakusho Co Ltd Analyses