Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.7185	13.51
$α$	0.3601	9.69
$β$	0.6484	46.10
$γ$	-0.0170	-0.32

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Draft Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Draft Inc Analyses