Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7357	9.65
$α$	0.2090	5.95
$β$	0.6064	13.44
$γ_{1}$	0.0643	4.82
$γ_{2}$	-0.1091	-4.87
$γ_{3}$	0.0755	4.03
$γ_{4}$	-0.0472	-2.86
$γ_{5}$	0.0461	2.53
$γ_{6}$	-0.0594	-2.05
$γ_{7}$	-0.0003	-0.01

V-Lab

Nissin Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nissin Corp Analyses