Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.2695	5.48
$α$	0.1296	6.02
$β$	0.8058	28.90
$γ_{1}$	-0.1751	-2.59
$γ_{2}$	0.2220	2.13
$γ_{3}$	0.0609	0.87
$γ_{4}$	-0.2569	-4.15
$γ_{5}$	0.3207	4.80
$γ_{6}$	-0.2532	-2.93
$γ_{7}$	0.0638	0.70
$γ_{8}$	0.0268	0.42

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Chilled & Frozen Logistics Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chilled & Frozen Logistics Analyses