Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6804	2.49
$α$	0.1893	7.51
$β$	0.7014	36.43
$γ_{1}$	-1.0965	-1.26
$γ_{2}$	1.0033	0.81
$γ_{3}$	0.3734	0.46
$γ_{4}$	-0.4472	-0.67
$γ_{5}$	-0.0232	-0.04
$γ_{6}$	1.0421	1.81
$γ_{7}$	-1.9323	-3.59
$γ_{8}$	1.7254	3.58
$γ_{9}$	-0.8367	-1.49
$γ_{10}$	-3.4071	-4.15

V-Lab

Sony Financial Group Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sony Financial Group Inc Analyses