Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1990	9.89
$α$	0.1457	30.03
$β$	0.8448	148.91
$γ$	0.0827	4.44
$δ$	1.2292	22.59

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Totoku Inc APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totoku Inc Analyses