Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1753	7.77
$α$	0.1568	6.42
$β$	0.6413	13.18
$γ_{1}$	-0.0429	-1.22
$γ_{2}$	0.1513	2.89
$γ_{3}$	-0.2125	-5.50
$γ_{4}$	0.1629	4.08
$γ_{5}$	-0.0880	-2.13
$γ_{6}$	0.0246	0.53
$γ_{7}$	0.0252	0.37
$γ_{8}$	-0.0243	-0.27
$γ_{9}$	-0.0096	-0.12
$γ_{10}$	0.0218	0.22

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Sanyo Special Steel Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanyo Special Steel Co Ltd Analyses