Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0104	3.56
$α$	0.4495	3.32
$β$	0.0373	0.48
$γ_{1}$	2.2265	0.67
$γ_{2}$	-2.7242	-0.57
$γ_{3}$	2.6022	0.52
$γ_{4}$	-4.8592	-0.79
$γ_{5}$	5.4660	1.05
$γ_{6}$	-7.2470	-1.69
$γ_{7}$	28.1056	4.53

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Nippon Denkai Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Denkai Ltd Analyses