Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1920	1.53
$α$	0.1025	4.66
$β$	0.8316	22.79
$γ_{1}$	1.0460	3.14
$γ_{2}$	-1.4276	-3.11
$γ_{3}$	0.2698	0.88
$γ_{4}$	0.1914	0.75
$γ_{5}$	0.0315	0.13
$γ_{6}$	-0.2429	-1.00
$γ_{7}$	0.2361	0.97
$γ_{8}$	-0.3143	-1.56
$γ_{9}$	0.4640	3.08
$γ_{10}$	-0.3535	-2.76

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Chita Kogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chita Kogyo Co Ltd Analyses