Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0749	6.00
$α$	0.1144	28.83
$β$	0.8722	188.63

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Shl-Japan Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shl-Japan Ltd Analyses