Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.8979	3.68
$α$	0.2116	8.44
$β$	0.7807	30.03
$γ_{1}$	0.0529	0.86
$γ_{2}$	-0.1517	-1.67
$γ_{3}$	0.1786	3.16
$γ_{4}$	-0.1217	-2.06
$γ_{5}$	0.0346	0.61
$γ_{6}$	0.0835	1.76
$γ_{7}$	-0.1186	-3.40

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Kfc Holdings Japan Ltd Zero Slope Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kfc Holdings Japan Ltd Analyses