Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3570	15.69
$α$	0.2125	24.68
$β$	0.8227	137.71
$γ$	0.0096	0.07

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Ascot Corp AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses