Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8190	7.30
$α$	0.2517	6.39
$β$	0.5891	11.96
$γ_{1}$	-0.0242	-2.65
$γ_{2}$	0.0322	2.13
$γ_{3}$	-0.0130	-1.05
$γ_{4}$	0.0084	0.98

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Toho Kinzoku Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toho Kinzoku Co Ltd Analyses