Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0991	8.57
$α$	0.1210	11.39
$β$	0.8825	212.90
$γ$	-0.0070	-0.41

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Ginza Yamagataya Co Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ginza Yamagataya Co Ltd Analyses