Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6014	6.12
$α$	0.1639	6.71
$β$	0.7464	22.72
$γ_{1}$	0.0082	0.14
$γ_{2}$	0.0618	0.67
$γ_{3}$	-0.1863	-3.21
$γ_{4}$	0.1972	3.99
$γ_{5}$	-0.1004	-1.55
$γ_{6}$	-0.0045	-0.06
$γ_{7}$	0.0842	1.02
$γ_{8}$	-0.1545	-1.52
$γ_{9}$	0.0617	0.46

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Teraoka Seisakusho Co Ltd 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