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
$α$	0.3782	26.85
$β$	0.2730	14.68
$γ$	0.0397	1.50
$λ_{1}$	0.3048	1.25
$λ_{2}$	0.4133	1.61
$λ_{3}$	0.5867	2.12

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Fuji Corp (Vehicles) MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Corp (Vehicles) Analyses