Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	21.8210	5.61
$α$	0.0921	113.57
$β$	0.9956	1,373.31
$ν$	2.9315	118.93

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Fuji Electric Engineering & Construction Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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