Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	39.7991	2.62
$α$	0.1136	60.26
$β$	0.9844	163.90
$ν$	2.3444	91.36

V-Lab

Onex Corp (Japan) GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Onex Corp (Japan) Analyses