Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8410	3.56
$α$	0.1432	2.14
$β$	0.4646	2.34
$γ_{1}$	10.7937	0.61
$γ_{2}$	2.3621	0.09
$γ_{3}$	-19.8629	-1.29
$γ_{4}$	-4.6754	-0.33
$γ_{5}$	43.2277	2.86
$γ_{6}$	-73.7192	-2.88
$γ_{7}$	72.9179	2.17
$γ_{8}$	-52.5978	-1.99
$γ_{9}$	36.9414	1.74
$γ_{10}$	-32.0620	-1.65

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Rheos Capital Works Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rheos Capital Works Inc Analyses