Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	71
$α$	0.0892	14.93
$β$	0.5502	29.76
$γ$	0.1599	13.87
$λ_{1}$	0.0625	0.53
$λ_{2}$	0.3061	0.89
$λ_{3}$	0.6939	1.97

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Fuji Soft Inc MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Inc Analyses