Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1248	19.12
$α$	0.3258	37.35
$β$	0.9509	367.13
$γ$	-0.0379	-5.11

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Mizuho Trust & Banking Co Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mizuho Trust & Banking Co Ltd Analyses