Nikkei Stock Average Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.1046	18.48
$β$	0.7105	68.68
$γ$	0.0668	7.07
$λ_{1}$	0.0018	1.39
$λ_{2}$	0.0079	3.30
$λ_{3}$	0.9916	372.09

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Kanematsu Electronics Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kanematsu Electronics Ltd Analyses