Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.0079	2.26
$α$	0.2655	6.15
$β$	0.7211	38.31
$γ_{1}$	0.1139	0.22
$γ_{2}$	-0.4580	-0.65
$γ_{3}$	0.9427	1.52
$γ_{4}$	-1.0965	-2.03
$γ_{5}$	0.7912	2.04
$γ_{6}$	-0.3331	-1.00
$γ_{7}$	0.0058	0.02
$γ_{8}$	-0.6827	-2.02
$γ_{9}$	1.3926	7.54

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Naigai Trans Line Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naigai Trans Line Analyses