Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4486	3.32
$α$	0.2493	3.29
$β$	0.6773	17.52
$γ_{1}$	-0.0013	-0.02
$γ_{2}$	0.0349	0.31
$γ_{3}$	-0.0510	-0.77
$γ_{4}$	-0.1045	-1.48
$γ_{5}$	0.2835	3.27
$γ_{6}$	-0.2815	-2.66
$γ_{7}$	0.2784	1.55
$γ_{8}$	-0.3574	-1.57
$γ_{9}$	0.4230	2.67
$γ_{10}$	-0.8989	-9.52

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Nippon Steel Trading Corp 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