Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.4052	3.76
$α$	0.1304	3.50
$β$	0.8095	17.26
$γ_{1}$	0.3292	1.30
$γ_{2}$	-0.3483	-0.88
$γ_{3}$	0.0971	0.36
$γ_{4}$	-0.1753	-0.67
$γ_{5}$	0.2174	0.74
$γ_{6}$	-0.2630	-0.90
$γ_{7}$	0.5238	2.71
$γ_{8}$	-0.9820	-4.94
$γ_{9}$	0.9121	4.82

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Fuji Glass 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 Glass Co Ltd Analyses