Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.8117	5.93
$α$	0.0576	7.15
$β$	0.9162	73.87
$γ_{1}$	-0.0613	-1.53
$γ_{2}$	0.1433	2.19
$γ_{3}$	-0.1998	-3.92
$γ_{4}$	0.2242	4.17
$γ_{5}$	-0.1625	-2.81
$γ_{6}$	0.0722	1.36
$γ_{7}$	-0.0184	-0.44

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Pioneer Corp Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pioneer Corp Analyses