Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8671	5.41
$α$	0.2372	4.21
$β$	0.5920	10.76
$γ_{1}$	-0.1043	-2.73
$γ_{2}$	0.1231	2.27
$γ_{3}$	-0.0527	-1.79
$γ_{4}$	0.1003	3.98
$γ_{5}$	-0.1069	-3.62
$γ_{6}$	0.0603	1.65
$γ_{7}$	-0.1228	-2.32

V-Lab

Trancom Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trancom Co Ltd Analyses