Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0006	5.25
$α$	0.1163	5.43
$β$	0.7973	23.21
$γ_{1}$	-0.0615	-1.03
$γ_{2}$	0.0962	1.02
$γ_{3}$	-0.0845	-1.12
$γ_{4}$	0.1183	1.83
$γ_{5}$	-0.1341	-2.30
$γ_{6}$	0.1600	3.15
$γ_{7}$	-0.3353	-3.18

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Roland Dg Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Roland Dg Corp Analyses