Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	61
$α$	0.1775	17.97
$β$	0.5958	31.71
$γ$	-0.0597	-6.10
$λ_{1}$	0.5832	0.89
$λ_{2}$	0.7821	1.22
$λ_{3}$	0.1046	0.14

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Nippon Antenna Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Antenna Co Ltd Analyses