Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2527	22.96
$α$	0.1044	10.37
$β$	0.8298	170.94
$γ$	0.0654	3.77

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Maruha Nichiro Holdings Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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