Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0325	17.39
$α$	0.0890	27.37
$β$	0.9110	290.14
$γ$	0.0239	1.22
$δ$	1.6402	32.35

V-Lab

Nagano Bank Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagano Bank Ltd Analyses