Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1472	23.57
$α$	0.1256	18.28
$β$	0.8638	212.50
$γ$	-0.0120	-1.05

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Teraoka Seisakusho Co Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teraoka Seisakusho Co Ltd Analyses