Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6066	3.65
$α$	0.1167	8.23
$β$	0.8390	49.25
$γ_{1}$	-0.0858	-1.87
$γ_{2}$	0.1312	2.01
$γ_{3}$	-0.0809	-1.77
$γ_{4}$	0.0014	0.03
$γ_{5}$	0.1310	2.74
$γ_{6}$	-0.1500	-5.50

V-Lab

Nagano Bank Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagano Bank Ltd Analyses