Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0218	9.37
$α$	0.1779	40.03
$β$	0.9666	644.86
$γ$	-0.0889	-18.23

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TOPIX 100 Index EGARCH Volatility Analysis

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