Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6015	3.65
$α$	0.1186	8.30
$β$	0.8357	48.62
$γ_{1}$	-0.0876	-1.91
$γ_{2}$	0.1337	2.06
$γ_{3}$	-0.0810	-1.77
$γ_{4}$	-0.0025	-0.05
$γ_{5}$	0.1452	2.73
$γ_{6}$	-0.1931	-2.69

V-Lab

Nagano Bank Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagano Bank Ltd Analyses