Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2481	5.24
$α$	0.0625	2.27
$β$	0.8245	12.06
$γ_{1}$	-0.9981	-1.13
$γ_{2}$	1.7484	1.30
$γ_{3}$	-1.6242	-1.75
$γ_{4}$	1.2378	1.45
$γ_{5}$	0.7410	0.76
$γ_{6}$	-3.5964	-2.08

V-Lab

Nisshin Steel Co Ltd 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