Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0750	11.06
$α$	0.2375	37.53
$β$	0.9617	223.18
$γ$	0.0021	0.41

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Shl-Japan Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shl-Japan Ltd Analyses