Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9621	4.78
$α$	0.0856	6.80
$β$	0.8716	50.13
$γ_{1}$	-0.1046	-1.24
$γ_{2}$	0.1731	1.47
$γ_{3}$	-0.0123	-0.11
$γ_{4}$	-0.2259	-1.92
$γ_{5}$	0.2638	2.11
$γ_{6}$	-0.0208	-0.18
$γ_{7}$	-0.2455	-1.97
$γ_{8}$	0.3309	2.68
$γ_{9}$	-0.2285	-1.53

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Bank of Yokohama Ltd/The Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank of Yokohama Ltd/The Analyses