Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1275	3.68
$α$	0.2046	5.26
$β$	0.7006	15.25
$γ_{1}$	-0.1934	-3.47
$γ_{2}$	0.2812	3.33
$γ_{3}$	-0.0766	-1.03
$γ_{4}$	-0.0992	-1.23
$γ_{5}$	0.1794	2.08
$γ_{6}$	-0.1887	-2.34
$γ_{7}$	0.2299	3.38
$γ_{8}$	-0.1971	-4.19

V-Lab

Onex Corp (Japan) Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses