Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2360	10.31
$β$	0.0000	0.00
$γ$	-0.0387	-1.92
$λ_{1}$	0.1380	0.74
$λ_{2}$	0.5850	1.40
$λ_{3}$	0.4150	0.95

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NTT DOCOMO Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT DOCOMO Inc Analyses