Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1366	10.92
$α$	0.1144	9.80
$β$	0.8562	69.53
$γ_{1}$	0.0002	1.55

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nikkei 225 Analyses