Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.2448	22.50
$β$	0.5394	23.89
$γ$	0.1718	5.99
$λ_{1}$	0.4723	1.48
$λ_{2}$	0.1638	1.18
$λ_{3}$	0.8079	4.97

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Trust Co Ltd (Japan) MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trust Co Ltd (Japan) Analyses