Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1664	4.35
$α$	0.0767	148.29
$β$	0.9990	3,948.62
$ν$	3.3210	234.96

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Sumitomo Mitsui Constr Co Lt GAS-GARCH Student T Volatility Analysis

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Date Range:

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