Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.1246	21.96
$β$	0.6003	51.05
$γ$	0.1593	10.44
$λ_{1}$	0.1203	0.93
$λ_{2}$	0.8326	1.85
$λ_{3}$	0.1674	0.36

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Tatsuta Electric Wire & Cabl MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsuta Electric Wire & Cabl Analyses