Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0202	15.15
$α$	0.0469	17.97
$β$	0.9328	610.49
$γ$	0.0405	6.69

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Proterial Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proterial Ltd Analyses