Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0795	15.12
$β$	0.5680	36.39
$γ$	0.1226	15.00
$λ_{1}$	1.2955	0.84
$λ_{2}$	0.7395	0.87
$λ_{3}$	0.0000	0.00

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NTT Data Group Corp MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT Data Group Corp Analyses