Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0664	13.17
$α$	0.0941	24.68
$β$	0.9059	215.70
$γ$	0.3909	11.73
$δ$	1.2593	32.56

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Plenus Co Ltd APARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Plenus Co Ltd Analyses