Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0518	4.09
$α$	0.1869	9.83
$β$	0.7733	42.31
$γ_{1}$	-0.0828	-1.01
$γ_{2}$	0.1828	1.59
$γ_{3}$	-0.1541	-2.49
$γ_{4}$	0.0140	0.21
$γ_{5}$	0.0976	1.26
$γ_{6}$	-0.0944	-1.06
$γ_{7}$	0.0580	0.46
$γ_{8}$	-0.0678	-0.40
$γ_{9}$	0.0973	0.63
$γ_{10}$	-0.4452	-3.63

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Sumitomo Mitsui Constr Co Lt Spline-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