Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1787	4.20
$α$	0.1532	7.39
$β$	0.7450	23.54
$γ_{1}$	0.3201	4.02
$γ_{2}$	-0.5279	-4.68
$γ_{3}$	0.2776	4.12
$γ_{4}$	-0.1157	-1.91
$γ_{5}$	0.1793	2.56
$γ_{6}$	-0.6065	-4.93

V-Lab

SBI Shinsei Bank Ltd 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