Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8480	5.32
$α$	0.2555	6.48
$β$	0.6474	19.38
$γ_{1}$	-0.1490	-2.25
$γ_{2}$	0.2784	2.77
$γ_{3}$	-0.2505	-3.88
$γ_{4}$	0.2237	3.90
$γ_{5}$	-0.1615	-2.27
$γ_{6}$	0.1028	1.34
$γ_{7}$	-0.1283	-1.89
$γ_{8}$	0.2177	3.67
$γ_{9}$	-0.1874	-3.22
$γ_{10}$	-0.1719	-2.24

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Tokyo Rakutenchi Co Ltd 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