Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1950	8.32
$α$	0.0285	11.10
$β$	0.9470	370.78
$γ$	-0.1426	-6.14
$δ$	2.7115	30.18

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Tatsumi Corp Asy. Power MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsumi Corp Analyses