Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0988	5.90
$α$	0.1749	6.59
$β$	0.7826	28.27
$γ_{1}$	0.0174	2.50

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Bank Tokyo-Mitsubishi Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Bank Tokyo-Mitsubishi Analyses