Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	39.3045	2.63***
α ARCH Response to squared shocks	0.1135	59.92***
β GARCH Volatility persistence	0.9843	163.86***
ν DF Student-t tail thickness	2.3486	90.04***

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Onex Corp (Japan) GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses