Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3872	4.11
$α$	0.1161	6.84
$β$	0.8613	48.60
$γ_{1}$	-0.2136	-2.41
$γ_{2}$	0.2800	2.03
$γ_{3}$	0.0272	0.30
$γ_{4}$	-0.2426	-2.94
$γ_{5}$	0.3373	3.72
$γ_{6}$	-0.3125	-2.51
$γ_{7}$	0.1971	1.35
$γ_{8}$	-0.4774	-3.29

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Chilled & Frozen Logistics Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chilled & Frozen Logistics Analyses