Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2847	8.49
$α$	0.2143	7.50
$β$	0.6691	18.55
$γ_{1}$	-0.0399	-1.27
$γ_{2}$	0.1009	1.97
$γ_{3}$	-0.1321	-3.11
$γ_{4}$	0.1064	2.53
$γ_{5}$	-0.0154	-0.33
$γ_{6}$	-0.0799	-1.52
$γ_{7}$	0.1179	2.51
$γ_{8}$	-0.0865	-2.28
$γ_{9}$	0.0389	1.31

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Daido Kogyo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daido Kogyo Co Ltd Analyses