Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5267	6.97
$α$	0.1606	7.67
$β$	0.7278	22.85
$γ_{1}$	0.0024	0.05
$γ_{2}$	0.0563	0.80
$γ_{3}$	-0.1097	-2.02
$γ_{4}$	0.0090	0.14
$γ_{5}$	0.1464	2.46
$γ_{6}$	-0.1849	-3.19
$γ_{7}$	0.1093	1.94
$γ_{8}$	-0.0257	-0.50
$γ_{9}$	0.0137	0.24
$γ_{10}$	-0.0345	-0.63

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Kyoei Sangyo Co Ltd (Whsl) Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kyoei Sangyo Co Ltd (Whsl) Analyses