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
$α$	0.2886	7.52
$β$	0.0000	0.00
$γ$	-0.1653	-5.55
$λ_{1}$	1.1187	0.26
$λ_{2}$	0.7503	1.62
$λ_{3}$	0.1917	0.34

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SI & C Co Ltd/Tokyo MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SI & C Co Ltd/Tokyo Analyses