Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4323	25.55
$α$	0.2162	45.08
$β$	0.7623	249.22
$γ$	0.2180	3.40

V-Lab

Faith Inc AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Faith Inc Analyses