Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9454	6.07
$α$	0.2044	7.97
$β$	0.6368	18.87
$γ_{1}$	-0.0004	-0.01
$γ_{2}$	0.0265	0.39
$γ_{3}$	-0.0709	-1.18
$γ_{4}$	0.0400	0.63
$γ_{5}$	0.0216	0.38
$γ_{6}$	-0.0082	-0.12
$γ_{7}$	-0.0236	-0.28
$γ_{8}$	0.0456	0.63
$γ_{9}$	-0.0935	-1.66
$γ_{10}$	0.1042	2.18

V-Lab

Hamai Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamai Co Ltd Analyses