Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2005	21.15
$β$	0.5166	32.84
$γ$	0.0561	4.20
$λ_{1}$	0.0335	2.09
$λ_{2}$	0.0465	4.92
$λ_{3}$	0.9502	91.10

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Alpha Group Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Group Inc Analyses