Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1227	10.77
$α$	0.2426	22.61
$β$	0.8044	148.66
$γ$	-0.0941	-6.11

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Shidax Corp GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Shidax Corp Analyses