Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2610	14.15
$α$	0.2022	24.84
$β$	0.7978	95.74
$γ$	-0.0748	-2.26
$δ$	0.9522	21.16

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Ascot Corp APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses