Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2506	16.88
$β$	0.4223	17.89
$γ$	-0.0433	-2.30
$λ_{1}$	0.8668	0.99
$λ_{2}$	0.4081	1.01
$λ_{3}$	0.4450	0.81

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Nippon Road Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Road Co Ltd Analyses