Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1191	14.88
$α$	0.0936	15.41
$β$	0.8702	247.77
$γ$	0.0556	5.02

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SBI Shinsei Bank Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Shinsei Bank Ltd Analyses