Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6763	6.42
$α$	0.1378	45.27
$β$	0.9873	533.41
$ν$	5.9064	12.71

V-Lab

Tokyo Stock Exchange REIT Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tokyo Stock Exchange REIT Index Analyses