Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	87.8351	8.70
$α$	0.0977	109.05
$β$	0.9990	9,000.00
$ν$	2.6893	306.27

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Trust Co Ltd (Japan) GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Trust Co Ltd (Japan) Analyses