Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6411	5.91
$α$	0.2475	6.47
$β$	0.5932	13.80
$γ_{1}$	-0.2374	-2.53
$γ_{2}$	0.4397	3.19
$γ_{3}$	-0.4489	-6.13
$γ_{4}$	0.3873	6.02
$γ_{5}$	-0.1490	-2.14
$γ_{6}$	-0.0301	-0.43
$γ_{7}$	0.0621	0.72
$γ_{8}$	0.0138	0.13
$γ_{9}$	-0.1994	-1.82
$γ_{10}$	0.5695	4.53

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Daiwa Heavy Industry Co Ltd Spline-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