Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1992	6.07
$α$	0.1657	7.18
$β$	0.6582	14.35
$γ_{1}$	0.0802	0.59
$γ_{2}$	-0.3248	-1.58
$γ_{3}$	0.5016	3.42
$γ_{4}$	-0.5208	-3.18
$γ_{5}$	0.6074	3.30
$γ_{6}$	-0.5642	-3.09
$γ_{7}$	0.2565	1.46
$γ_{8}$	-0.0465	-0.24
$γ_{9}$	0.0334	0.14
$γ_{10}$	-0.0374	-0.15

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Pc Depot Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Pc Depot Corp Analyses