Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3279	6.58
$α$	0.1475	7.75
$β$	0.7641	30.31
$γ_{1}$	0.0496	1.98
$γ_{2}$	-0.0029	-0.08
$γ_{3}$	-0.1233	-4.45
$γ_{4}$	0.1331	4.90
$γ_{5}$	-0.1038	-4.34
$γ_{6}$	0.0793	3.16
$γ_{7}$	-0.0382	-1.25
$γ_{8}$	-0.0057	-0.09

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Fuji Oil Company Ltd 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