Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1620	3.41
$α$	0.1100	3.67
$β$	0.8368	15.28
$γ_{1}$	-1.5641	-2.37
$γ_{2}$	2.8161	2.67
$γ_{3}$	-2.0234	-2.17
$γ_{4}$	1.1946	1.36
$γ_{5}$	-1.0436	-1.58
$γ_{6}$	1.3091	1.85
$γ_{7}$	-0.9373	-1.02
$γ_{8}$	0.2660	0.37

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Designone Japan Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Designone Japan Inc Analyses