Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0408	20.40
$α$	0.0423	20.83
$β$	0.9250	569.60
$γ$	0.0653	13.91

V-Lab

Mimasu Semiconductor Ind Co GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mimasu Semiconductor Ind Co Analyses