Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.2184	11.24
$β$	0.1053	5.29
$γ$	0.0036	0.12
$λ_{1}$	5.5609	0.58
$λ_{2}$	0.5721	2.32
$λ_{3}$	0.0000	0.00

V-Lab

Kaonavi Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kaonavi Inc Analyses