Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3757	14.56
$α$	0.0826	37.95
$β$	0.9734	499.70
$ν$	6.6686	7.14

V-Lab

TOPIX Mid 400 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Mid 400 Index Analyses