Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6883	5.33
$α$	0.1891	5.96
$β$	0.6405	14.43
$γ_{1}$	0.0893	1.92
$γ_{2}$	-0.2129	-3.12
$γ_{3}$	0.2347	4.48
$γ_{4}$	-0.1592	-3.37
$γ_{5}$	0.0390	0.99
$γ_{6}$	0.0943	1.89
$γ_{7}$	-0.1990	-2.72
$γ_{8}$	0.3520	3.18

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Nippon Antenna Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Antenna Co Ltd Analyses