Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3945	13.90
$α$	0.1381	17.14
$β$	0.8143	111.05
$γ$	0.0084	0.55

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Relia Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Relia Inc Analyses