Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	2.8839	2.47
$α$	0.3686	10.95
$β$	0.6187	21.68
$γ_{1}$	-0.8228	-0.39
$γ_{2}$	3.5081	1.17
$γ_{3}$	-3.0052	-1.56
$γ_{4}$	-0.7166	-0.35
$γ_{5}$	0.9118	0.45
$γ_{6}$	1.5275	0.85
$γ_{7}$	-3.4024	-2.05
$γ_{8}$	3.5282	1.97
$γ_{9}$	-5.1368	-2.66
$γ_{10}$	6.5049	5.01

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Nc Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nc Holdings Co Ltd Analyses