Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1019	12.62
$α$	0.0567	16.59
$β$	0.8796	231.12
$γ$	0.1226	16.93

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Plenus Co Ltd GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Plenus Co Ltd Analyses