Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1749	15.95
$α$	0.0999	17.95
$β$	0.9001	197.86
$γ$	-0.1273	-3.22
$δ$	1.6233	25.56

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Tatsumi Corp APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsumi Corp Analyses