Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1111	20.92
$α$	0.0726	38.01
$β$	0.9002	391.71
$γ$	0.5702	12.56

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Hitachi Capital Corp AGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Capital Corp Analyses