Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3423	5.45
$α$	0.1363	6.57
$β$	0.7610	23.27
$γ_{1}$	0.1589	3.65
$γ_{2}$	-0.2795	-4.68
$γ_{3}$	0.1755	4.84
$γ_{4}$	-0.0494	-1.24
$γ_{5}$	-0.0421	-0.88
$γ_{6}$	0.0913	1.91
$γ_{7}$	-0.0964	-2.27
$γ_{8}$	0.0567	1.69

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NTT Data Group Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT Data Group Corp Analyses