Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1184	20.00
$α$	0.1989	32.90
$β$	0.9686	563.82
$γ$	0.0423	4.80

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Tatsumi Corp EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsumi Corp Analyses