Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	36
$α$	0.0735	17.34
$β$	0.6898	55.39
$γ$	0.0761	8.96
$λ_{1}$	0.2700	1.55
$λ_{2}$	1.0000	15.57
$λ_{3}$	0.0000	0.00

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Mitsubishi Shokuhin Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitsubishi Shokuhin Co Ltd Analyses