Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7495	4.36
$α$	0.3894	3.63
$β$	0.3354	4.38
$γ_{1}$	-0.8335	-0.40
$γ_{2}$	4.6270	1.46
$γ_{3}$	-8.6567	-3.47
$γ_{4}$	10.1749	2.41
$γ_{5}$	-27.5505	-3.11

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Renewable Japan Co.Ltd. Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Renewable Japan Co.Ltd. Analyses