Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0133	2.86
$α$	0.3238	3.83
$β$	0.4192	5.55
$γ_{1}$	0.0114	0.09
$γ_{2}$	-0.0880	-0.53
$γ_{3}$	0.1615	2.13
$γ_{4}$	-0.0949	-1.27
$γ_{5}$	-0.0821	-0.92
$γ_{6}$	0.2849	2.30
$γ_{7}$	-0.3471	-2.43
$γ_{8}$	0.2702	2.44
$γ_{9}$	-0.2845	-3.26
$γ_{10}$	0.2747	3.95

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Jastec Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jastec Co Ltd Analyses