Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1216	4.38
$α$	0.1447	7.57
$β$	0.7032	20.36
$γ_{1}$	0.0843	1.37
$γ_{2}$	-0.2051	-2.35
$γ_{3}$	0.2032	3.50
$γ_{4}$	-0.0288	-0.62
$γ_{5}$	-0.1612	-3.45
$γ_{6}$	0.1566	2.98
$γ_{7}$	-0.0553	-1.06
$γ_{8}$	0.0238	0.49
$γ_{9}$	-0.0394	-0.75
$γ_{10}$	0.0290	0.62

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Sumitomo Riko Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Riko Co Ltd Analyses