Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3643	7.90
$α$	0.1844	9.71
$β$	0.7004	26.33
$γ_{1}$	-0.0013	-0.03
$γ_{2}$	0.0733	1.08
$γ_{3}$	-0.1693	-3.22
$γ_{4}$	0.1636	3.00
$γ_{5}$	-0.0870	-1.62
$γ_{6}$	-0.0119	-0.22
$γ_{7}$	0.0029	0.05
$γ_{8}$	0.1632	2.86
$γ_{9}$	-0.2380	-4.11
$γ_{10}$	0.1378	3.10

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Tohto Suisan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tohto Suisan Co Ltd Analyses