Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0609	25.45
$α$	0.2598	36.20
$β$	0.7062	108.24
$γ$	0.2705	21.76

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JASDAQ Stock Index AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other JASDAQ Stock Index Analyses