Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	86
$α$	0.1116	17.19
$β$	0.7712	87.34
$γ$	0.0243	2.51
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.8861	26.77
$λ_{3}$	0.1139	6.50

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Furukawa Battery Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Furukawa Battery Co Ltd Analyses