Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3644	5.22
$α$	0.1965	7.08
$β$	0.6346	17.77
$γ_{1}$	-0.0130	-0.41
$γ_{2}$	0.0735	1.59
$γ_{3}$	-0.1687	-4.90
$γ_{4}$	0.1991	5.93
$γ_{5}$	-0.1489	-5.17
$γ_{6}$	0.0999	4.04
$γ_{7}$	-0.0625	-2.10
$γ_{8}$	-0.0243	-0.49

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Ijtt Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ijtt Co Ltd Analyses