Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.3042	2.24
$α$	0.2339	7.01
$β$	0.6909	14.02
$γ_{1}$	1.6421	2.21
$γ_{2}$	-2.3127	-2.11
$γ_{3}$	0.9351	1.39
$γ_{4}$	-0.2662	-0.57
$γ_{5}$	-0.1913	-0.51
$γ_{6}$	0.6187	1.62
$γ_{7}$	-1.1450	-3.30
$γ_{8}$	1.1693	4.11

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Ohizumi Mfg Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ohizumi Mfg Co Ltd Analyses