Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5361	6.28
$α$	0.2068	6.39
$β$	0.6113	14.29
$γ_{1}$	-0.0042	-0.08
$γ_{2}$	0.0730	0.95
$γ_{3}$	-0.1310	-2.16
$γ_{4}$	0.0680	1.06
$γ_{5}$	0.0100	0.17
$γ_{6}$	-0.0815	-1.43
$γ_{7}$	0.1568	2.10
$γ_{8}$	-0.1823	-1.90
$γ_{9}$	0.2054	2.52
$γ_{10}$	-0.1670	-3.38

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Toyo Sugar Refining 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 Sugar Refining Co Ltd Analyses