Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1768	8.89
$α$	0.1239	8.21
$β$	0.7866	30.52
$γ_{1}$	0.0506	5.08
$γ_{2}$	-0.0813	-5.64
$γ_{3}$	0.0453	4.60
$γ_{4}$	-0.0271	-2.25
$γ_{5}$	0.0244	0.85

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Nissin Electric Co Ltd 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