Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1673	24.19
$β$	0.6127	34.89
$γ$	0.0441	3.19
$λ_{1}$	0.0174	2.26
$λ_{2}$	0.0229	3.66
$λ_{3}$	0.9753	141.31

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Gl Sciences Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Gl Sciences Inc Analyses