Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2197	20.84
$β$	0.6979	53.94
$γ$	-0.0858	-6.72
$λ_{1}$	0.0029	2.06
$λ_{2}$	0.0159	7.78
$λ_{3}$	0.9841	482.87

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Teraoka Seisakusho Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Teraoka Seisakusho Co Ltd Analyses