Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0746	6.05
$α$	0.2176	22.52
$β$	0.8371	153.82
$γ$	-0.1615	-2.26

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Ginza Yamagataya Co Ltd AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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