Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0409	10.94
$α$	0.0718	13.37
$β$	0.9309	219.54
$γ$	-0.0163	-2.91

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Teraoka Seisakusho Co Ltd Asy. MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teraoka Seisakusho Co Ltd Analyses