Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0372	9.67
$α$	0.0959	16.95
$β$	0.9041	177.94
$γ$	0.1373	6.12
$δ$	1.9517	16.71

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Joban Kosan Co Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Joban Kosan Co Ltd Analyses