Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4759	7.75
$α$	0.0850	7.91
$β$	0.8471	43.30
$γ_{1}$	-0.0045	-0.13
$γ_{2}$	0.0986	1.99
$γ_{3}$	-0.2063	-6.44
$γ_{4}$	0.1954	6.10
$γ_{5}$	-0.1207	-3.71
$γ_{6}$	0.0490	1.57
$γ_{7}$	-0.0252	-0.78
$γ_{8}$	0.0233	0.87

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Hitachi Capital Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Capital Corp Analyses