Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8596	3.27
$α$	0.1580	11.25
$β$	0.7826	54.61
$γ_{1}$	-0.1892	-1.76
$γ_{2}$	0.2865	2.18
$γ_{3}$	-0.1511	-2.26
$γ_{4}$	0.0360	0.53
$γ_{5}$	0.1098	1.51
$γ_{6}$	-0.1997	-2.15
$γ_{7}$	0.2047	2.11
$γ_{8}$	-0.2137	-2.55
$γ_{9}$	0.2273	2.78
$γ_{10}$	-0.6911	-6.24

V-Lab

Tokyo Dome Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Dome Corp Analyses