Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1226	6.26
$α$	0.1089	7.37
$β$	0.8202	35.38
$γ_{1}$	-0.0881	-2.31
$γ_{2}$	0.1939	3.66
$γ_{3}$	-0.2279	-7.60
$γ_{4}$	0.2316	7.30
$γ_{5}$	-0.1849	-5.91
$γ_{6}$	0.1213	3.32
$γ_{7}$	-0.0651	-1.03
$γ_{8}$	-0.0579	-0.55

V-Lab

Riken Corp Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Riken Corp Analyses