Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2545	3.38
$α$	0.1530	7.34
$β$	0.8033	49.72
$γ_{1}$	-0.1330	-1.45
$γ_{2}$	0.2177	1.74
$γ_{3}$	-0.1093	-1.56
$γ_{4}$	0.0049	0.07
$γ_{5}$	0.0782	1.22
$γ_{6}$	-0.1280	-2.22
$γ_{7}$	0.1043	1.63
$γ_{8}$	-0.0763	-1.11
$γ_{9}$	0.1366	1.60
$γ_{10}$	-0.5308	-4.45

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Fujitsu General Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fujitsu General Ltd Analyses