Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3055	17.18
$α$	0.2031	19.09
$β$	0.7778	138.15
$γ$	-0.0048	-0.23

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Freund Corp GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Freund Corp Analyses