Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3407	6.89
$α$	0.1305	8.27
$β$	0.8249	50.81
$γ_{1}$	0.0734	4.60
$γ_{2}$	-0.1159	-4.77
$γ_{3}$	0.0538	3.58
$γ_{4}$	-0.0087	-0.94

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Tokyu Land Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyu Land Corp Analyses