Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0911	19.13
$α$	0.2793	49.88
$β$	0.9722	709.65
$γ$	0.0035	0.78

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Sumitomo Mitsui Constr Co Lt EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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