Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.2301	16.55
$β$	0.5468	32.73
$γ$	0.0299	2.09
$λ_{1}$	0.0351	3.04
$λ_{2}$	0.0507	5.95
$λ_{3}$	0.9433	96.53

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Aeon Mall Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aeon Mall Co Ltd Analyses