Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1839	4.56
$α$	0.1500	7.33
$β$	0.6952	20.52
$γ_{1}$	0.1132	1.89
$γ_{2}$	-0.2505	-2.94
$γ_{3}$	0.2304	4.03
$γ_{4}$	-0.0441	-0.96
$γ_{5}$	-0.1569	-3.37
$γ_{6}$	0.1589	3.02
$γ_{7}$	-0.0567	-1.08
$γ_{8}$	0.0137	0.27
$γ_{9}$	-0.0001	-0.00
$γ_{10}$	-0.0942	-0.95

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Sumitomo Riko Co Ltd 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