Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8469	8.96
$α$	0.0411	1.10
$β$	0.7347	4.13
$γ_{1}$	-0.1097	-1.40

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Nippon Telegraph & Telephone Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Telegraph & Telephone Analyses