Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	106
$α$	0.0924	7.84
$β$	0.7300	16.96
$γ$	-0.0264	-1.11
$λ_{1}$	1.7426	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

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Nippon Telegraph & Telephone MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Telegraph & Telephone Analyses