Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9903	4.65
$α$	0.1113	10.30
$β$	0.8541	58.49
$γ_{1}$	0.0344	2.04
$γ_{2}$	-0.0510	-2.18
$γ_{3}$	0.0159	1.14
$γ_{4}$	0.0034	0.35

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Nishi-Nippon City Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nishi-Nippon City Bank Ltd/The Analyses