Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2905	4.28
$α$	0.1664	7.07
$β$	0.7958	42.69
$γ_{1}$	-0.0888	-3.96
$γ_{2}$	0.1305	4.05
$γ_{3}$	-0.0487	-2.26
$γ_{4}$	0.0113	0.77

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NTT DOCOMO Inc Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT DOCOMO Inc Analyses