Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.8583	5.45
$α$	0.1186	5.50
$β$	0.8271	29.10
$γ_{1}$	0.1868	3.23
$γ_{2}$	-0.3032	-3.46
$γ_{3}$	0.1861	2.75
$γ_{4}$	-0.0902	-0.97
$γ_{5}$	0.0479	0.42
$γ_{6}$	-0.2885	-2.10

V-Lab

Koatsu Kogyo Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Koatsu Kogyo Co Ltd Analyses