Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2253	2.95
$α$	0.1498	7.40
$β$	0.7484	23.98
$γ_{1}$	0.3866	1.42
$γ_{2}$	-0.1522	-0.43
$γ_{3}$	-0.7036	-3.74
$γ_{4}$	0.7258	3.58
$γ_{5}$	-0.4515	-2.25
$γ_{6}$	0.4014	2.24
$γ_{7}$	-0.4551	-2.28
$γ_{8}$	0.7035	2.73
$γ_{9}$	-1.0835	-4.31
$γ_{10}$	0.9712	6.45

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SBI Shinsei Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Shinsei Bank Ltd Analyses