Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.7007	20.29
$β$	0.0000	0.67
$γ$	-0.3200	-4.75
$λ_{1}$	0.0000	0.01
$λ_{2}$	1.0000	7.18
$λ_{3}$	0.0000	0.03

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SBI Sumishin NET Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Sumishin NET Bank Ltd Analyses