Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	101
$α$	0.1347	25.23
$β$	0.6563	60.51
$γ$	0.0770	8.58
$λ_{1}$	0.1395	2.06
$λ_{2}$	0.0830	2.90
$λ_{3}$	0.8996	25.57

V-Lab

Iwasaki Electric Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Iwasaki Electric Co Ltd Analyses