Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2540	19.30
$α$	0.2098	33.29
$β$	0.7885	121.90
$γ$	-0.0351	-1.66
$δ$	1.1298	38.34

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DD GROUP Co Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DD GROUP Co Ltd Analyses