Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	96
$α$	0.1085	20.53
$β$	0.8106	110.60
$γ$	0.0116	1.10
$λ_{1}$	0.0011	1.14
$λ_{2}$	0.0062	5.48
$λ_{3}$	0.9933	714.62

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Aeon Delight Co Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Aeon Delight Co Ltd Analyses