Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8527	3.51
$α$	0.1536	2.21
$β$	0.4620	2.50
$γ_{1}$	10.2711	0.57
$γ_{2}$	3.3490	0.13
$γ_{3}$	-20.6768	-1.32
$γ_{4}$	-3.9057	-0.27
$γ_{5}$	42.2048	2.76
$γ_{6}$	-72.2048	-2.76
$γ_{7}$	69.8918	2.03
$γ_{8}$	-46.1436	-1.71
$γ_{9}$	24.6239	1.16
$γ_{10}$	-6.7499	-0.52

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Rheos Capital Works Inc Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rheos Capital Works Inc Analyses