Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13.4036	5.73
$α$	0.1201	42.02
$β$	0.9838	347.49
$ν$	4.9360	14.25

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Mizuho Trust & Banking Co Ltd GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

Other Mizuho Trust & Banking Co Ltd Analyses