Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4119	5.34
$α$	0.1944	7.75
$β$	0.6385	17.64
$γ_{1}$	-0.0016	-0.05
$γ_{2}$	0.0557	1.21
$γ_{3}$	-0.1577	-4.60
$γ_{4}$	0.1924	5.74
$γ_{5}$	-0.1481	-5.11
$γ_{6}$	0.1092	4.31
$γ_{7}$	-0.0933	-3.37
$γ_{8}$	0.0692	3.12

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Ijtt Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ijtt Co Ltd Analyses