Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1929	16.04
$α$	0.3241	13.95
$β$	0.6589	57.49
$γ$	-0.0867	-2.67

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Samantha Thavasa Japan Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Samantha Thavasa Japan Ltd Analyses