Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.3249	3.82
$α$	0.2514	6.48
$β$	0.6747	17.02
$γ_{1}$	0.0895	0.66
$γ_{2}$	-0.2794	-1.47
$γ_{3}$	0.4061	3.86
$γ_{4}$	-0.4785	-4.10
$γ_{5}$	0.4450	3.11
$γ_{6}$	-0.1706	-1.00
$γ_{7}$	-0.0023	-0.01
$γ_{8}$	-0.0545	-0.37

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Trust Co Ltd (Japan) Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trust Co Ltd (Japan) Analyses