Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1024	10.75
$α$	0.1506	30.09
$β$	0.8269	178.86
$γ$	0.5083	13.18

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Bank Tokyo-Mitsubishi AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses