Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.5748	3.50
$α$	0.1386	3.51
$β$	0.6867	8.96
$γ_{1}$	1.8018	5.77
$γ_{2}$	-2.4166	-5.21
$γ_{3}$	0.9909	2.44
$γ_{4}$	-0.6452	-1.44
$γ_{5}$	0.2107	0.50
$γ_{6}$	0.1499	0.35
$γ_{7}$	-0.0233	-0.06

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SI & C Co Ltd/Tokyo Zero Slope Spline-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