Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.6010	6.56
$α$	0.1313	7.33
$β$	0.7666	27.12
$γ_{1}$	0.0161	2.16
$γ_{2}$	-0.0423	-3.57
$γ_{3}$	0.0609	6.05
$γ_{4}$	-0.0642	-3.80

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Kanematsu Electronics Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kanematsu Electronics Ltd Analyses