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
$α$	0.2399	24.12
$β$	0.4306	25.68
$γ$	0.0463	2.21
$λ_{1}$	0.0794	1.82
$λ_{2}$	0.0642	3.76
$λ_{3}$	0.9358	55.47

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Koken Boring Machine Co Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Koken Boring Machine Co Ltd Analyses