Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4882	12.02
$α$	0.2202	15.04
$β$	0.5274	24.92

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Yasue Corp GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yasue Corp Analyses