Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1682	5.42
$α$	0.1113	7.54
$β$	0.8102	29.05
$γ_{1}$	-0.0591	-0.92
$γ_{2}$	0.1582	1.86
$γ_{3}$	-0.1736	-3.99
$γ_{4}$	0.0699	1.75
$γ_{5}$	0.0155	0.36
$γ_{6}$	0.0385	0.74
$γ_{7}$	-0.1258	-1.32
$γ_{8}$	0.1424	1.19
$γ_{9}$	-0.1065	-1.11
$γ_{10}$	0.0531	0.82

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Taisho Pharmaceutical Hldgs Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taisho Pharmaceutical Hldgs Analyses