Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1536	3.41
$α$	0.1090	3.63
$β$	0.8369	14.96
$γ_{1}$	-1.5724	-2.40
$γ_{2}$	2.8275	2.70
$γ_{3}$	-2.0245	-2.19
$γ_{4}$	1.1838	1.35
$γ_{5}$	-1.0099	-1.53
$γ_{6}$	1.2205	1.65
$γ_{7}$	-0.7112	-0.68
$γ_{8}$	-0.3615	-0.30

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Designone Japan Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Designone Japan Inc Analyses