Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0721	15.31
$α$	0.1347	25.73
$β$	0.8653	178.70
$γ$	0.2964	10.71
$δ$	1.2794	17.18

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Bank Tokyo-Mitsubishi APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses