Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2065	8.02
$α$	0.2198	7.37
$β$	0.6480	16.60
$γ_{1}$	-0.0847	-1.74
$γ_{2}$	0.1715	2.07
$γ_{3}$	-0.1492	-2.21
$γ_{4}$	0.0491	0.88
$γ_{5}$	0.0791	1.63
$γ_{6}$	-0.1111	-1.89
$γ_{7}$	0.0216	0.27
$γ_{8}$	0.0948	1.17
$γ_{9}$	-0.1538	-2.44
$γ_{10}$	0.2237	3.69

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Daido Kogyo Co Ltd 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