Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.9727	5.63
$α$	0.2476	6.49
$β$	0.6520	18.59
$γ_{1}$	-0.1136	-1.71
$γ_{2}$	0.2227	2.22
$γ_{3}$	-0.2134	-3.33
$γ_{4}$	0.1928	3.40
$γ_{5}$	-0.1375	-1.95
$γ_{6}$	0.0891	1.17
$γ_{7}$	-0.1316	-1.96
$γ_{8}$	0.2532	4.41
$γ_{9}$	-0.2936	-6.24
$γ_{10}$	0.1762	5.15

V-Lab

Tokyo Rakutenchi Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Rakutenchi Co Ltd Analyses