Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1133	18.47
$β$	0.7688	104.90
$γ$	0.0521	7.16
$λ_{1}$	0.1277	3.66
$λ_{2}$	0.0496	4.29
$λ_{3}$	0.9355	59.75

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Fuji Oil Company Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Oil Company Ltd Analyses