Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1790	7.20
$α$	0.2255	5.10
$β$	0.6228	16.04
$γ_{1}$	-0.1106	-2.46
$γ_{2}$	0.2353	3.37
$γ_{3}$	-0.2147	-3.87
$γ_{4}$	0.1001	2.00
$γ_{5}$	-0.0188	-0.48
$γ_{6}$	0.0864	2.23
$γ_{7}$	-0.1918	-4.08
$γ_{8}$	0.2238	4.20
$γ_{9}$	-0.2386	-3.40
$γ_{10}$	0.1238	0.76

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Tatsuta Electric Wire & Cabl Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsuta Electric Wire & Cabl Analyses