Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9995	2.44
$α$	0.1585	12.79
$β$	0.8141	83.54
$γ_{1}$	-0.1852	-1.28
$γ_{2}$	0.2609	1.51
$γ_{3}$	-0.1116	-1.32
$γ_{4}$	0.0126	0.14
$γ_{5}$	0.1169	1.24
$γ_{6}$	-0.1862	-1.56
$γ_{7}$	0.1284	1.06
$γ_{8}$	-0.0175	-0.17
$γ_{9}$	-0.2630	-3.08
$γ_{10}$	0.4683	8.48

V-Lab

Tokyo Dome Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Dome Corp Analyses