Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0352	4.02
$α$	0.1696	26.24
$β$	0.8556	186.69
$γ$	-0.4537	-5.61

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Inv Inc AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inv Inc Analyses