Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3664	3.15
$α$	0.1606	6.02
$β$	0.5971	11.97
$γ_{1}$	0.2803	2.73
$γ_{2}$	-0.4309	-2.96
$γ_{3}$	0.1167	1.11
$γ_{4}$	0.1742	1.95
$γ_{5}$	-0.3693	-4.65
$γ_{6}$	0.4467	5.36
$γ_{7}$	-0.2772	-3.42
$γ_{8}$	0.0149	0.19
$γ_{9}$	0.1036	0.98
$γ_{10}$	-0.0794	-0.71

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Plenus Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Plenus Co Ltd Analyses