Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	61
$α$	0.0627	20.49
$β$	0.8285	124.79
$γ$	0.0473	10.49
$λ_{1}$	0.0331	4.07
$λ_{2}$	0.0259	4.74
$λ_{3}$	0.9668	136.89

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Hitachi Capital Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Capital Corp Analyses