Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0232	12.74
$α$	0.3670	50.46
$β$	0.9341	410.97
$γ$	-0.0744	-14.13

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JASDAQ Stock Index EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JASDAQ Stock Index Analyses