Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	121
$α$	0.1570	23.03
$β$	0.8428	188.21
$γ$	0.0000	0.00
$λ_{1}$	5.8438	12.06
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9935	391.46

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Sumitomo Mitsui Constr Co Lt MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Mitsui Constr Co Lt Analyses