Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9065	3.47
$α$	0.2795	4.46
$β$	0.5180	7.53
$γ_{1}$	-0.0115	-0.10
$γ_{2}$	-0.0022	-0.01
$γ_{3}$	0.0442	0.44
$γ_{4}$	0.0867	0.97
$γ_{5}$	-0.3384	-3.03
$γ_{6}$	0.4413	3.19
$γ_{7}$	-0.4643	-3.13
$γ_{8}$	0.4656	3.17
$γ_{9}$	-0.3904	-2.92
$γ_{10}$	0.4448	3.07

V-Lab

Mics Chemical Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mics Chemical Co Ltd Analyses