Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6174	5.60
$α$	0.0968	8.34
$β$	0.8562	51.56
$γ_{1}$	0.0911	2.52
$γ_{2}$	-0.1129	-2.15
$γ_{3}$	-0.0123	-0.41
$γ_{4}$	0.1042	4.06
$γ_{5}$	-0.1332	-4.86
$γ_{6}$	0.1210	4.36
$γ_{7}$	-0.1209	-4.02
$γ_{8}$	0.0936	3.61

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Tonami Hldgs Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tonami Hldgs Co Ltd Analyses