Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	8.0814	9.05
$α$	0.0662	119.79
$β$	0.9990	8,919.64
$ν$	3.2791	297.10

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Toyo Sugar Refining Co Ltd GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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