Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4610	14.96
$α$	0.1008	11.82
$β$	0.8120	115.17
$γ$	0.0682	4.11

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Kito Corp GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kito Corp Analyses