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
$α$	0.6342	35.30
$β$	0.5237	43.83
$γ$	-0.3801	-16.22
$λ_{1}$	0.0036	6.41
$λ_{2}$	0.0234	12.35
$λ_{3}$	0.9766	399.58

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Kfc Holdings Japan Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kfc Holdings Japan Ltd Analyses