Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2621	13.80
$α$	0.3301	37.60
$β$	0.5564	23.07
$γ$	-0.0451	-4.30
$δ$	0.6825	5.39

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Macromill Inc Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macromill Inc Analyses