Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9611	5.11
$α$	0.1407	2.49
$β$	0.4298	3.73
$γ_{1}$	-0.2739	-0.28
$γ_{2}$	-0.3127	-0.20
$γ_{3}$	2.3794	2.03
$γ_{4}$	-3.2916	-2.70
$γ_{5}$	2.1882	1.44
$γ_{6}$	-0.8483	-0.47
$γ_{7}$	-1.1367	-0.49
$γ_{8}$	4.1779	2.00
$γ_{9}$	-6.2764	-3.54
$γ_{10}$	5.0662	3.06

V-Lab

Nishimoto Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nishimoto Co Ltd Analyses