Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0312	6.78
$α$	0.1534	7.03
$β$	0.7675	30.73
$γ_{1}$	-0.0379	-0.91
$γ_{2}$	0.1385	2.12
$γ_{3}$	-0.1621	-2.90
$γ_{4}$	0.0372	0.58
$γ_{5}$	0.0766	1.12
$γ_{6}$	-0.1152	-1.71
$γ_{7}$	0.0698	1.17
$γ_{8}$	0.0425	0.67
$γ_{9}$	-0.1202	-1.73
$γ_{10}$	0.1187	2.53

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Toyo Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toyo Construction Co Ltd Analyses