Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1105	9.99
$β$	0.8083	72.88
$γ$	-0.0417	-3.75
$λ_{1}$	1.1914	1.20
$λ_{2}$	0.3829	1.25
$λ_{3}$	0.5061	1.22

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Skiyaki Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Skiyaki Inc Analyses