Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	3.1919	3.14
$α$	0.2261	8.65
$β$	0.7671	28.03
$γ_{1}$	-0.0832	-0.64
$γ_{2}$	0.1421	0.77
$γ_{3}$	-0.2309	-1.76
$γ_{4}$	0.3210	2.60
$γ_{5}$	-0.1620	-1.44
$γ_{6}$	-0.0654	-0.71
$γ_{7}$	0.1379	1.22
$γ_{8}$	-0.0895	-0.53
$γ_{9}$	0.2300	1.25
$γ_{10}$	-0.7034	-3.96

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Kfc Holdings Japan Ltd 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