Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6429	15.45
$α$	0.2397	16.06
$β$	0.4662	36.29
$γ$	0.5659	3.77

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Yasue Corp AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yasue Corp Analyses