Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.9669	9.08
$α$	0.0910	8.44
$β$	0.8626	52.28
$γ_{1}$	0.0789	4.53
$γ_{2}$	-0.1349	-5.00
$γ_{3}$	0.1037	5.95
$γ_{4}$	-0.0688	-3.65
$γ_{5}$	0.0383	1.14

V-Lab

Showa Shell Sekiyu KK 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