Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7410	5.82
$α$	0.1947	6.35
$β$	0.5181	9.23
$γ_{1}$	0.0994	1.38
$γ_{2}$	-0.1894	-1.78
$γ_{3}$	0.0432	0.60
$γ_{4}$	0.1724	2.21
$γ_{5}$	-0.2451	-3.98
$γ_{6}$	0.2073	5.10
$γ_{7}$	-0.1480	-3.88
$γ_{8}$	0.1220	2.61
$γ_{9}$	-0.1595	-2.13
$γ_{10}$	0.2868	1.92

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Paramount Bed Hldgs Co Ltd 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