Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1169	15.24
$α$	0.1317	28.39
$β$	0.8683	185.73
$γ$	-0.0138	-0.63
$δ$	1.6177	26.37

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Teraoka Seisakusho Co Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teraoka Seisakusho Co Ltd Analyses