Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2877	24.58
$β$	0.4001	17.38
$γ$	-0.1492	-8.58
$λ_{1}$	3.1940	1.05
$λ_{2}$	0.8767	1.13
$λ_{3}$	0.0000	0.00

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Daiwa Heavy Industry Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa Heavy Industry Co Ltd Analyses