Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3073	16.85
$α$	0.3018	14.01
$β$	0.6437	47.78
$γ$	-0.1149	-4.50

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Wood Friends Co Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Wood Friends Co Ltd Analyses