Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.0734	18.49
$β$	0.7352	74.04
$γ$	0.1063	15.42
$λ_{1}$	0.0565	2.45
$λ_{2}$	0.0332	3.40
$λ_{3}$	0.9553	66.60

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Sumitomo Riko Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Riko Co Ltd Analyses