Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6461	10.52
$α$	0.1760	5.46
$β$	0.7414	33.78
$γ$	-0.0799	-2.05

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Cre Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cre Inc Analyses