Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9776	2.75
$α$	0.1496	6.80
$β$	0.8112	26.14
$γ_{1}$	0.0264	0.25
$γ_{2}$	-0.0858	-0.57
$γ_{3}$	0.0428	0.43
$γ_{4}$	0.0713	0.70
$γ_{5}$	-0.0904	-0.88
$γ_{6}$	-0.0146	-0.15
$γ_{7}$	0.1528	1.90
$γ_{8}$	-0.2215	-3.11
$γ_{9}$	0.1978	3.62

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Koken Boring Machine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Koken Boring Machine Co Ltd Analyses