Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0821	4.38
$α$	0.3884	2.61
$β$	0.1153	1.96
$γ_{1}$	0.8749	0.56
$γ_{2}$	0.2248	0.10
$γ_{3}$	-2.0566	-1.16
$γ_{4}$	0.1464	0.07
$γ_{5}$	2.0897	1.05
$γ_{6}$	-3.0099	-2.03
$γ_{7}$	3.7688	2.80
$γ_{8}$	-5.1372	-4.02
$γ_{9}$	7.2765	5.72
$γ_{10}$	-15.0750	-7.72

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Fuji Soft Service Bureau Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Service Bureau Inc Analyses