Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4231	3.24
$α$	0.1547	5.88
$β$	0.6089	12.67
$γ_{1}$	0.3056	2.98
$γ_{2}$	-0.4664	-3.20
$γ_{3}$	0.1288	1.22
$γ_{4}$	0.1775	1.98
$γ_{5}$	-0.3838	-4.83
$γ_{6}$	0.4667	5.58
$γ_{7}$	-0.3003	-3.77
$γ_{8}$	0.0464	0.68
$γ_{9}$	0.0455	0.61
$γ_{10}$	0.0580	0.28

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Plenus Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Plenus Co Ltd Analyses