Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.5541	2.13
$α$	0.3108	3.82
$β$	0.5856	12.02
$γ_{1}$	0.0206	0.12
$γ_{2}$	-0.0951	-0.44
$γ_{3}$	0.1636	1.66
$γ_{4}$	-0.0988	-1.01
$γ_{5}$	-0.0842	-0.73
$γ_{6}$	0.2797	1.73
$γ_{7}$	-0.3336	-1.78
$γ_{8}$	0.2488	1.71
$γ_{9}$	-0.2038	-1.60
$γ_{10}$	-0.3017	-2.00

V-Lab

Jastec Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jastec Co Ltd Analyses