Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0130	5.51
$α$	0.2821	5.29
$β$	0.5546	10.28
$γ_{1}$	0.0367	0.67
$γ_{2}$	-0.0660	-0.78
$γ_{3}$	0.0011	0.02
$γ_{4}$	0.0794	1.01
$γ_{5}$	-0.1035	-1.16
$γ_{6}$	0.1251	1.21
$γ_{7}$	-0.1803	-1.45
$γ_{8}$	0.2561	2.22
$γ_{9}$	-0.4825	-4.88

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Toho Kinzoku Co Ltd 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