Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.0908	20.88
$β$	0.7047	81.50
$γ$	0.1356	17.68
$λ_{1}$	0.0136	3.58
$λ_{2}$	0.0113	5.57
$λ_{3}$	0.9855	375.84

V-Lab

Ryoyo Electro Corp MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ryoyo Electro Corp Analyses