Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.0735	4.80
$α$	0.3334	5.63
$β$	0.5332	10.05
$γ_{1}$	-0.0026	-0.06
$γ_{2}$	0.0167	0.25
$γ_{3}$	-0.0410	-0.87
$γ_{4}$	0.0763	2.02
$γ_{5}$	-0.1421	-4.69
$γ_{6}$	0.2364	5.25

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Tokyo Individualizd Edl Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Individualizd Edl Inc Analyses