Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3791	9.59
$α$	0.1677	6.85
$β$	0.7324	21.91
$γ_{1}$	0.0525	4.17
$γ_{2}$	-0.0838	-3.91
$γ_{3}$	0.0404	2.25
$γ_{4}$	-0.0255	-1.61
$γ_{5}$	0.0397	2.70
$γ_{6}$	-0.0298	-2.82

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Nippon Koshuha Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Koshuha Steel Co Ltd Analyses