Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4603	5.86
$α$	0.2022	6.73
$β$	0.6273	15.72
$γ_{1}$	-0.0349	-0.68
$γ_{2}$	0.1223	1.57
$γ_{3}$	-0.1609	-2.60
$γ_{4}$	0.0845	1.29
$γ_{5}$	0.0052	0.09
$γ_{6}$	-0.0859	-1.48
$γ_{7}$	0.1658	2.18
$γ_{8}$	-0.1894	-1.91
$γ_{9}$	0.2037	2.14
$γ_{10}$	-0.1383	-1.14

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Toyo Sugar Refining Co Ltd 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