Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3026	5.53
$α$	0.0455	2.64
$β$	0.7338	18.08
$γ$	0.0080	0.25

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Nippon Telegraph & Telephone GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Telegraph & Telephone Analyses