Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2592	11.14***
α ARCH Response to squared shocks	0.1707	24.28***
β GARCH Volatility persistence	0.8195	129.61***

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Kudo Corp MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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