Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3746	6.45
$α$	0.1959	8.86
$β$	0.6776	21.65
$γ_{1}$	0.0229	0.49
$γ_{2}$	0.0031	0.04
$γ_{3}$	-0.0396	-0.80
$γ_{4}$	-0.0084	-0.17
$γ_{5}$	0.0425	0.88
$γ_{6}$	-0.0774	-1.70
$γ_{7}$	0.0499	1.04
$γ_{8}$	0.1715	3.56
$γ_{9}$	-0.3374	-7.24
$γ_{10}$	0.2394	6.71

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Fuji Kosan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Kosan Co Ltd Analyses