Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1645	14.69
$β$	0.3141	9.83
$γ$	0.1565	7.55
$λ_{1}$	0.7994	0.41
$λ_{2}$	0.1420	0.29
$λ_{3}$	0.6880	0.75

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Pressance Corporation Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pressance Corporation Co Ltd Analyses