Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8523	18.03
$α$	0.1914	17.80
$β$	0.6280	40.90
$γ$	-0.7618	-5.05

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Cre Inc AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cre Inc Analyses