Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8084	5.34
$α$	0.1145	10.13
$β$	0.8564	79.91
$γ_{1}$	0.0680	3.74
$γ_{2}$	-0.1176	-4.22
$γ_{3}$	0.0922	4.48
$γ_{4}$	-0.0683	-3.19
$γ_{5}$	0.0537	2.27
$γ_{6}$	-0.1732	-6.27

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Tonami Hldgs Co Ltd Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tonami Hldgs Co Ltd Analyses