Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3064	6.51
$α$	0.1467	7.79
$β$	0.7654	30.21
$γ_{1}$	0.0479	1.90
$γ_{2}$	-0.0022	-0.06
$γ_{3}$	-0.1199	-4.31
$γ_{4}$	0.1281	4.69
$γ_{5}$	-0.0995	-4.04
$γ_{6}$	0.0779	2.77
$γ_{7}$	-0.0428	-1.18
$γ_{8}$	0.0122	0.40

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Fuji Oil Company Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Oil Company Ltd Analyses