Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8749	6.12
$α$	0.2377	6.04
$β$	0.6701	17.71
$γ_{1}$	-0.0730	-1.01
$γ_{2}$	0.1538	1.39
$γ_{3}$	-0.2471	-3.91
$γ_{4}$	0.3206	6.32
$γ_{5}$	-0.2333	-4.16
$γ_{6}$	0.0948	1.41
$γ_{7}$	0.0152	0.21
$γ_{8}$	-0.0969	-1.13
$γ_{9}$	0.1103	1.46

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Daiwa Heavy Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa Heavy Industry Co Ltd Analyses