Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.8336	3.40
$α$	0.1629	3.30
$β$	0.7745	22.64
$γ_{1}$	0.3704	1.44
$γ_{2}$	-0.3987	-0.99
$γ_{3}$	0.1058	0.39
$γ_{4}$	-0.1718	-0.67
$γ_{5}$	0.2018	0.70
$γ_{6}$	-0.2100	-0.72
$γ_{7}$	0.3736	1.79
$γ_{8}$	-0.5689	-1.76
$γ_{9}$	-0.5730	-1.02

V-Lab

Fuji Glass Co Ltd 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