Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1516	17.73
$α$	0.2698	28.07
$β$	0.9329	242.13
$γ$	-0.0269	-3.33

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Zappallas Inc EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Zappallas Inc Analyses