Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4436	14.43
$α$	0.1562	13.77
$β$	0.8378	118.67
$γ$	0.0120	0.70

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Ascot Corp GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses