Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1860	18.73
$β$	0.4404	12.95
$γ$	0.0135	0.81
$λ_{1}$	2.3463	1.06
$λ_{2}$	0.1255	1.10
$λ_{3}$	0.7553	3.69

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Mirainovate Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mirainovate Co Ltd Analyses