Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2735	18.06
$β$	0.5299	35.18
$γ$	0.1358	5.19
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0052	4.72
$λ_{3}$	0.9946	753.48

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Tokyo Individualizd Edl Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Individualizd Edl Inc Analyses