Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0622	12.83
$β$	0.8377	46.50
$γ$	0.0385	5.83
$λ_{1}$	0.0069	2.49
$λ_{2}$	0.0197	3.36
$λ_{3}$	0.9797	165.55

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Nakayo Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nakayo Inc Analyses