Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0753	29.98
$α$	0.2001	40.06
$β$	0.9578	627.26
$γ$	-0.0234	-3.83

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Nec Networks & Sys EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nec Networks & Sys Analyses