Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0494	11.13
$α$	0.2477	28.12
$β$	0.9703	473.56
$γ$	-0.0740	-8.11

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Bank Tokyo-Mitsubishi EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses