Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1577	21.05
$α$	0.3639	35.45
$β$	0.9626	433.81
$γ$	-0.0018	-0.21

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Ascot Corp EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses