Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8661	4.93
$α$	0.1602	6.87
$β$	0.6172	12.86
$γ_{1}$	0.1204	1.69
$γ_{2}$	-0.0942	-0.93
$γ_{3}$	-0.1351	-2.10
$γ_{4}$	0.2034	4.22
$γ_{5}$	-0.1691	-3.29
$γ_{6}$	0.1471	2.36
$γ_{7}$	-0.1301	-2.33
$γ_{8}$	0.1148	2.31
$γ_{9}$	-0.1004	-1.79
$γ_{10}$	-0.0151	-0.19

V-Lab

Fuji Soft Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Inc Analyses