Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4816	4.45
$α$	0.2366	6.05
$β$	0.6266	15.33
$γ_{1}$	-0.3420	-4.22
$γ_{2}$	0.3196	2.63
$γ_{3}$	0.1720	2.31
$γ_{4}$	-0.2859	-4.24
$γ_{5}$	0.2132	2.66
$γ_{6}$	-0.1542	-1.66
$γ_{7}$	0.1673	1.66
$γ_{8}$	-0.1208	-1.61

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Techno Associe Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Techno Associe Co Ltd Analyses