Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0074	3.67
$α$	0.2264	5.94
$β$	0.6340	14.66
$γ_{1}$	-0.1413	-1.27
$γ_{2}$	0.1516	1.00
$γ_{3}$	-0.0766	-0.97
$γ_{4}$	0.1528	1.57
$γ_{5}$	-0.0935	-0.79
$γ_{6}$	0.0109	0.10
$γ_{7}$	-0.2125	-1.43
$γ_{8}$	0.5340	3.36
$γ_{9}$	-0.4648	-3.69
$γ_{10}$	0.2507	0.88

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Ginza Yamagataya Co Ltd 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