Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3704	1.51
$α$	0.1118	5.22
$β$	0.8403	29.58
$γ_{1}$	1.0589	3.08
$γ_{2}$	-1.4498	-3.03
$γ_{3}$	0.2901	0.90
$γ_{4}$	0.1761	0.66
$γ_{5}$	0.0416	0.16
$γ_{6}$	-0.2715	-1.05
$γ_{7}$	0.3091	1.14
$γ_{8}$	-0.4941	-2.06
$γ_{9}$	0.8947	3.56
$γ_{10}$	-1.5296	-4.68

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Chita Kogyo Co Ltd 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