Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1270	5.83
$α$	0.1040	7.44
$β$	0.8376	41.57
$γ_{1}$	-0.0880	-2.14
$γ_{2}$	0.1926	3.38
$γ_{3}$	-0.2252	-7.06
$γ_{4}$	0.2295	6.87
$γ_{5}$	-0.1878	-5.76
$γ_{6}$	0.1367	4.09
$γ_{7}$	-0.1119	-2.56
$γ_{8}$	0.0834	2.16

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Riken Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Riken Corp Analyses