Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	66
$α$	0.1825	16.21
$β$	0.6579	40.61
$γ$	0.0274	1.17
$λ_{1}$	0.0032	0.48
$λ_{2}$	0.0042	1.66
$λ_{3}$	0.9952	295.23

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Taiyo Koki Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Taiyo Koki Co Ltd Analyses