Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.5759	2.72
$α$	0.3250	7.06
$β$	0.6455	18.52
$γ_{1}$	0.0792	1.35
$γ_{2}$	-0.0006	-0.01
$γ_{3}$	-0.1629	-2.06
$γ_{4}$	0.0960	1.23
$γ_{5}$	0.0544	0.76
$γ_{6}$	-0.1762	-2.53
$γ_{7}$	0.1705	3.01

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Sunautas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sunautas Co Ltd Analyses