Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8484	4.19
$α$	0.1741	6.11
$β$	0.7426	18.49
$γ_{1}$	-0.4537	-0.68
$γ_{2}$	0.9540	0.97
$γ_{3}$	-1.4954	-2.53
$γ_{4}$	2.4352	4.67
$γ_{5}$	-2.8314	-4.85
$γ_{6}$	2.7699	3.85
$γ_{7}$	-2.3930	-3.39
$γ_{8}$	1.3007	2.11
$γ_{9}$	-0.3024	-0.71

V-Lab

Bank Tokyo-Mitsubishi Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses