Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5479	4.73
$α$	0.1208	4.45
$β$	0.4980	5.59
$γ$	-0.0430	-0.93

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Recruit Holdings Co Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Recruit Holdings Co Ltd Analyses