Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.5777	3.90
$α$	0.1971	7.84
$β$	0.7412	27.31
$γ_{1}$	-0.2439	-2.26
$γ_{2}$	0.4337	2.85
$γ_{3}$	-0.3165	-3.53
$γ_{4}$	0.1736	2.55
$γ_{5}$	-0.1487	-1.92
$γ_{6}$	0.2270	2.51
$γ_{7}$	-0.1690	-2.65

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Mizuho Trust & Banking Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mizuho Trust & Banking Co Ltd Analyses