Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.4371	4.77
$α$	0.0874	9.73
$β$	0.8695	57.21
$γ_{1}$	-0.0025	-0.05
$γ_{2}$	0.0242	0.32
$γ_{3}$	-0.0899	-1.90
$γ_{4}$	0.1655	4.89
$γ_{5}$	-0.1964	-5.84
$γ_{6}$	0.1515	3.37
$γ_{7}$	-0.0345	-0.66
$γ_{8}$	-0.0351	-0.81

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Nakayo Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nakayo Inc Analyses