Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	51
$α$	0.1330	20.83
$β$	0.5856	63.42
$γ$	0.2693	24.03
$λ_{1}$	0.2846	5.64
$λ_{2}$	0.8071	7.14
$λ_{3}$	0.0000	0.00

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JASDAQ Stock Index MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JASDAQ Stock Index Analyses