Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6400	2.23
$α$	0.2007	19.45
$β$	0.7940	159.92
$γ_{1}$	-0.3114	-1.52
$γ_{2}$	0.5312	1.96
$γ_{3}$	-0.3491	-2.12
$γ_{4}$	0.1136	0.75
$γ_{5}$	0.0752	0.67
$γ_{6}$	-0.0659	-0.70
$γ_{7}$	-0.0797	-0.86
$γ_{8}$	0.2338	1.82
$γ_{9}$	-0.8380	-6.63
$γ_{10}$	1.2987	15.84

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Nippon Piston Ring Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Piston Ring Co Ltd Analyses