Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3825	9.38
$α$	0.1082	6.70
$β$	0.7890	28.02
$γ_{1}$	0.0373	1.45
$γ_{2}$	-0.0250	-0.54
$γ_{3}$	-0.0568	-1.33
$γ_{4}$	0.0760	2.14
$γ_{5}$	-0.0165	-0.56
$γ_{6}$	-0.0833	-2.69
$γ_{7}$	0.1731	4.50
$γ_{8}$	-0.2262	-4.08

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Sumitomo Precision Products Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Precision Products Analyses