Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0758	10.28
$α$	0.0974	16.75
$β$	0.9026	153.82
$γ$	0.1944	7.55
$δ$	0.9951	21.07

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Shinko Electric Industries APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shinko Electric Industries Analyses