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
$α$	0.1862	21.56
$β$	0.6557	64.56
$γ$	0.0373	2.62
$λ_{1}$	0.0006	1.09
$λ_{2}$	0.0121	9.34
$λ_{3}$	0.9879	687.44

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Fuji Kosan Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Kosan Co Ltd Analyses