Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1199	16.58
$α$	0.2626	36.63
$β$	0.9497	327.38
$γ$	-0.0323	-4.92

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Mizuho Securities Co Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mizuho Securities Co Ltd Analyses