Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0653	10.74
$α$	0.2031	31.35
$β$	0.9743	381.47
$γ$	-0.0648	-10.44

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Plenus Co Ltd EGARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Plenus Co Ltd Analyses