Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3384	9.20
$α$	0.0969	7.66
$β$	0.8089	32.18
$γ_{1}$	0.0330	1.27
$γ_{2}$	-0.0200	-0.43
$γ_{3}$	-0.0575	-1.35
$γ_{4}$	0.0769	2.18
$γ_{5}$	-0.0222	-0.77
$γ_{6}$	-0.0658	-2.17
$γ_{7}$	0.1299	3.74
$γ_{8}$	-0.1085	-4.24

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Sumitomo Precision Products Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Precision Products Analyses