Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.2465	21.45
$β$	0.5822	48.13
$γ$	-0.0320	-1.98
$λ_{1}$	0.0362	3.14
$λ_{2}$	0.0317	6.44
$λ_{3}$	0.9656	188.27

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Nippon Koshuha Steel Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Koshuha Steel Co Ltd Analyses