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
$α$	0.3796	28.87
$β$	0.2801	9.70
$γ$	-0.2672	-11.37
$λ_{1}$	0.0082	0.43
$λ_{2}$	0.9996	5.73
$λ_{3}$	0.0004	0.40

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Renewable Japan Co.Ltd. MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Renewable Japan Co.Ltd. Analyses