Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0637	8.95
$α$	0.0827	17.46
$β$	0.9173	151.76
$γ$	0.0393	1.09
$δ$	1.4745	21.25

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Samty Co Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Samty Co Ltd Analyses