Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	4.1546	5.84
$α$	0.1551	3.02
$β$	0.7008	10.72
$ν$	4.8640	1.28

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Recruit Holdings Co Ltd GAS-GARCH Student T Volatility Analysis

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