Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1651	23.10
$β$	0.6308	58.01
$γ$	0.0442	4.62
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0139	6.61
$λ_{3}$	0.9861	441.60

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Takisawa Machine Tool Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takisawa Machine Tool Co Ltd Analyses