Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1593	8.36
$α$	0.2957	9.20
$β$	0.7043	29.26
$γ$	-0.2378	-5.54
$δ$	0.5000	9.64

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Graphico Inc APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Graphico Inc Analyses