Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.3624	1.82
$α$	0.2296	2.36
$β$	0.7131	21.04
$γ_{1}$	1.8019	3.29
$γ_{2}$	-2.4017	-3.07
$γ_{3}$	0.9609	1.59
$γ_{4}$	-0.5716	-0.86
$γ_{5}$	-0.0570	-0.09
$γ_{6}$	0.9150	1.59
$γ_{7}$	-2.9361	-4.65

V-Lab

SI & C Co Ltd/Tokyo 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