Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.5753	8.53
$α$	0.1291	7.14
$β$	0.7540	23.29
$γ_{1}$	0.0170	0.48
$γ_{2}$	0.0005	0.01
$γ_{3}$	-0.0511	-1.25
$γ_{4}$	0.0293	0.59
$γ_{5}$	0.0018	0.03
$γ_{6}$	0.0767	1.70
$γ_{7}$	-0.1390	-3.39
$γ_{8}$	0.0812	2.66

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Kanematsu Electronics Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kanematsu Electronics Ltd Analyses