Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1643	6.39
$α$	0.1324	8.26
$β$	0.8158	40.61
$γ_{1}$	0.0298	2.67
$γ_{2}$	-0.0565	-3.12
$γ_{3}$	0.0510	2.66

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Mizuho Securities Co Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mizuho Securities Co Ltd Analyses