Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7913	6.87
$α$	0.1067	8.42
$β$	0.8498	47.67
$γ_{1}$	0.0422	3.21
$γ_{2}$	-0.0613	-3.10
$γ_{3}$	0.0289	2.19
$γ_{4}$	-0.0107	-1.22

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Joyo Bank Ltd/The Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Joyo Bank Ltd/The Analyses