Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4050	9.77
$α$	0.1696	6.90
$β$	0.7281	21.57
$γ_{1}$	0.0557	4.47
$γ_{2}$	-0.0893	-4.20
$γ_{3}$	0.0451	2.52
$γ_{4}$	-0.0315	-1.98
$γ_{5}$	0.0498	3.12
$γ_{6}$	-0.0523	-2.42

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Nippon Koshuha Steel Co Ltd Spline-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