Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	76
$α$	0.1094	21.26
$β$	0.7639	99.58
$γ$	0.0528	6.00
$λ_{1}$	0.2415	6.32
$λ_{2}$	1.0000	31.61
$λ_{3}$	0.0000	0.00

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SBI Shinsei Bank Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Shinsei Bank Ltd Analyses