Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7040	6.63
$α$	0.2060	6.28
$β$	0.4716	8.32
$γ_{1}$	0.0590	1.74
$γ_{2}$	-0.1738	-3.48
$γ_{3}$	0.2013	6.44
$γ_{4}$	-0.1342	-4.74
$γ_{5}$	0.0714	2.20
$γ_{6}$	-0.0275	-0.76
$γ_{7}$	-0.0041	-0.08
$γ_{8}$	0.0150	0.34

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Paramount Bed Hldgs Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Paramount Bed Hldgs Co Ltd Analyses