Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3628	6.41
$α$	0.1972	8.86
$β$	0.6755	21.74
$γ_{1}$	0.0172	0.37
$γ_{2}$	0.0114	0.16
$γ_{3}$	-0.0405	-0.82
$γ_{4}$	-0.0160	-0.32
$γ_{5}$	0.0568	1.18
$γ_{6}$	-0.0941	-2.06
$γ_{7}$	0.0680	1.40
$γ_{8}$	0.1457	2.83
$γ_{9}$	-0.2897	-4.79
$γ_{10}$	0.1261	1.40

V-Lab

Fuji Kosan Co Ltd 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