Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0312	20.74
$α$	0.1342	24.22
$β$	0.8160	235.10
$γ$	0.0995	9.34

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Bank Tokyo-Mitsubishi Asy. MEM Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses