Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9541	8.90
$α$	0.0905	8.66
$β$	0.8656	53.98
$γ_{1}$	0.0769	4.34
$γ_{2}$	-0.1311	-4.79
$γ_{3}$	0.0990	5.77
$γ_{4}$	-0.0595	-3.86
$γ_{5}$	0.0146	1.19

V-Lab

Showa Shell Sekiyu KK Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Showa Shell Sekiyu KK Analyses