Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0448	6.50
$α$	0.1943	9.65
$β$	0.7490	33.67
$γ_{1}$	-0.0080	-1.87
$γ_{2}$	0.0010	0.16
$γ_{3}$	0.0150	4.34

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Ishii Iron Works Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ishii Iron Works Co Ltd Analyses