Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0417	19.72
$α$	0.1669	40.84
$β$	0.8331	244.53
$γ$	-0.0500	-3.63
$δ$	1.7187	36.41

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Shl-Japan Ltd Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shl-Japan Ltd Analyses