Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.6809	12.02
$α$	0.1776	26.06
$β$	0.7726	88.40
$γ$	0.0520	3.37
$δ$	1.5865	26.70

V-Lab

Hamai Co Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamai Co Ltd Analyses