Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8043	4.80
$α$	0.1635	7.07
$β$	0.6024	12.30
$γ_{1}$	0.1079	1.51
$γ_{2}$	-0.0807	-0.80
$γ_{3}$	-0.1295	-2.05
$γ_{4}$	0.1861	3.92
$γ_{5}$	-0.1478	-2.89
$γ_{6}$	0.1296	2.10
$γ_{7}$	-0.1225	-2.22
$γ_{8}$	0.1236	2.55
$γ_{9}$	-0.1411	-2.97
$γ_{10}$	0.1158	2.75

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Fuji Soft Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Inc Analyses