Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0949	15.84
$β$	0.6272	60.46
$γ$	0.1561	14.51
$λ_{1}$	0.0093	0.93
$λ_{2}$	0.0117	2.67
$λ_{3}$	0.9865	173.37

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Itochu Techno-Solutions Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itochu Techno-Solutions Corp Analyses