Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4406	14.83
$α$	0.3115	19.15
$β$	0.7427	84.98
$γ$	-0.1334	-5.88

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Kawamoto Corp GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kawamoto Corp Analyses