Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1481	4.35
$α$	0.0388	1.57
$β$	0.8351	7.94
$γ_{1}$	-2.0911	-1.43
$γ_{2}$	2.9469	1.48
$γ_{3}$	-0.9578	-0.80
$γ_{4}$	-0.0967	-0.08
$γ_{5}$	-1.0428	-0.79
$γ_{6}$	4.3326	3.16
$γ_{7}$	-5.2596	-4.46
$γ_{8}$	2.6964	3.68

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Nisshin Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nisshin Steel Co Ltd Analyses