Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0329	23.50
$α$	0.1816	32.36
$β$	0.9782	887.62
$γ$	-0.0042	-0.72

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Nagano Bank Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nagano Bank Ltd Analyses