Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0887	3.78
$α$	0.2430	6.18
$β$	0.6159	14.14
$γ_{1}$	-0.1036	-0.93
$γ_{2}$	0.0887	0.59
$γ_{3}$	-0.0290	-0.37
$γ_{4}$	0.1146	1.20
$γ_{5}$	-0.0667	-0.57
$γ_{6}$	-0.0093	-0.08
$γ_{7}$	-0.1891	-1.23
$γ_{8}$	0.4890	2.82
$γ_{9}$	-0.3700	-2.15
$γ_{10}$	0.0421	0.30

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Ginza Yamagataya Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ginza Yamagataya Co Ltd Analyses