Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4980	1.87
$α$	0.8893	12.66
$β$	0.1074	1.51
$γ_{1}$	-124.9838	-1.84
$γ_{2}$	159.5301	2.09
$γ_{3}$	-46.9493	-2.20
$γ_{4}$	22.9085	1.06
$γ_{5}$	-20.9534	-0.92
$γ_{6}$	18.0715	0.61
$γ_{7}$	-28.7342	-0.86
$γ_{8}$	71.7377	1.98
$γ_{9}$	-159.2131	-3.69
$γ_{10}$	176.0584	5.82

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SBI Sumishin NET Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Sumishin NET Bank Ltd Analyses