Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0932	7.37
$α$	0.1145	6.76
$β$	0.7830	24.39
$γ_{1}$	0.0740	1.73
$γ_{2}$	-0.0914	-1.39
$γ_{3}$	0.0008	0.02
$γ_{4}$	-0.0021	-0.04
$γ_{5}$	0.0836	1.44
$γ_{6}$	-0.1618	-2.83
$γ_{7}$	0.1292	1.77
$γ_{8}$	0.0078	0.08
$γ_{9}$	-0.0553	-0.59

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Kanematsu Sustech Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kanematsu Sustech Corp Analyses