Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1479	21.91
$α$	0.3420	36.41
$β$	0.9380	320.24
$γ$	0.0089	1.27

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Freund Corp EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Freund Corp Analyses