Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3556	4.15
$α$	0.2466	3.58
$β$	0.3144	3.93
$γ_{1}$	-1.7998	-1.75
$γ_{2}$	2.7317	1.71
$γ_{3}$	-0.1537	-0.12
$γ_{4}$	-2.5062	-2.21
$γ_{5}$	3.5675	2.61
$γ_{6}$	-2.7746	-2.24
$γ_{7}$	1.8951	1.61
$γ_{8}$	-3.5362	-2.83
$γ_{9}$	5.8966	4.14
$γ_{10}$	-12.1353	-5.54

V-Lab

Snow Peak Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Snow Peak Inc Analyses