Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4299	7.64
$α$	0.0848	7.83
$β$	0.8458	42.47
$γ_{1}$	-0.0160	-0.47
$γ_{2}$	0.1170	2.38
$γ_{3}$	-0.2188	-6.91
$γ_{4}$	0.2065	6.51
$γ_{5}$	-0.1316	-4.05
$γ_{6}$	0.0614	1.90
$γ_{7}$	-0.0441	-1.12
$γ_{8}$	0.0668	1.10

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Hitachi Capital Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Capital Corp Analyses