Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.9832	5.45
$α$	0.1225	2.91
$β$	0.4239	3.65
$γ_{1}$	-0.0244	-0.03
$γ_{2}$	-0.7027	-0.46
$γ_{3}$	2.6543	2.34
$γ_{4}$	-3.5850	-3.09
$γ_{5}$	2.5356	1.76
$γ_{6}$	-1.3339	-0.77
$γ_{7}$	-0.1852	-0.08
$γ_{8}$	2.0429	0.91
$γ_{9}$	-1.1926	-0.37
$γ_{10}$	-15.1600	-2.21

V-Lab

Nishimoto Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nishimoto Co Ltd Analyses