Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0421	26.07
$α$	0.1532	62.34
$β$	0.8468	322.35
$γ$	0.0461	4.36
$δ$	0.8529	32.89

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Sumitomo Precision Products Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Precision Products Analyses