Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1523	23.64
$α$	0.1519	24.49
$β$	0.8202	126.44
$γ$	-0.0479	-1.27

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Naigai Trans Line AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naigai Trans Line Analyses