Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0474	3.04
$α$	0.1009	8.11
$β$	0.8769	29.95
$γ_{1}$	0.0084	0.08
$γ_{2}$	-0.1576	-1.11
$γ_{3}$	0.3122	3.37
$γ_{4}$	-0.2510	-2.60
$γ_{5}$	0.1161	1.37
$γ_{6}$	-0.0573	-0.85
$γ_{7}$	0.0538	0.77
$γ_{8}$	0.0302	0.37
$γ_{9}$	-0.5151	-4.51

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Mitsubishi Shokuhin Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitsubishi Shokuhin Co Ltd Analyses