Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	126
$α$	0.1482	24.58
$β$	0.6926	76.30
$γ$	0.0420	2.98
$λ_{1}$	0.0431	1.52
$λ_{2}$	0.0090	2.79
$λ_{3}$	0.9863	204.84

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Pc Depot Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pc Depot Corp Analyses