Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0753	14.76
$β$	0.6971	60.90
$γ$	0.0838	11.45
$λ_{1}$	0.0730	0.88
$λ_{2}$	0.2366	2.99
$λ_{3}$	0.7634	9.05

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Jsr Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jsr Corp Analyses