Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1755	8.93
$α$	0.1253	8.20
$β$	0.7843	29.68
$γ_{1}$	0.0497	5.01
$γ_{2}$	-0.0796	-5.54
$γ_{3}$	0.0433	4.49
$γ_{4}$	-0.0241	-2.32
$γ_{5}$	0.0176	1.88

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Nissin Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissin Electric Co Ltd Analyses