Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0536	9.34
$α$	0.2352	26.53
$β$	0.7648	62.88
$γ$	-0.0020	-0.08
$δ$	0.5654	11.75

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Impact Hd Inc Asy. Power MEM Volatility Analysis

This asset is not actively trading

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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