Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.1717	3.55
$α$	0.4285	2.58
$β$	0.2878	4.41
$γ_{1}$	10.8593	1.22
$γ_{2}$	-20.9242	-1.56
$γ_{3}$	22.4790	2.39
$γ_{4}$	-12.9780	-1.33
$γ_{5}$	-6.9010	-0.62
$γ_{6}$	12.0500	0.84
$γ_{7}$	-14.5617	-0.90
$γ_{8}$	36.8635	1.76
$γ_{9}$	-79.0429	-3.30
$γ_{10}$	84.2980	6.11

V-Lab

Renewable Japan Co.Ltd. Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Renewable Japan Co.Ltd. Analyses