Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2339	6.14
$α$	0.1672	6.98
$β$	0.7251	24.66
$γ_{1}$	0.0283	0.43
$γ_{2}$	-0.0045	-0.05
$γ_{3}$	-0.0473	-0.80
$γ_{4}$	-0.0764	-1.23
$γ_{5}$	0.2307	3.08
$γ_{6}$	-0.2090	-2.28
$γ_{7}$	0.1703	1.10
$γ_{8}$	-0.1946	-0.96
$γ_{9}$	0.1487	0.98
$γ_{10}$	-0.0411	-0.58

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Nippon Steel Trading Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Steel Trading Corp Analyses