Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0387	15.23
$α$	0.1308	31.16
$β$	0.9777	849.46
$γ$	-0.0387	-9.11

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Hitachi Capital Corp EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hitachi Capital Corp Analyses