Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	12.3831	3.89
$α$	0.1065	23.52
$β$	0.9620	96.85
$ν$	2.9957	16.12

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Link And Motivation Inc GAS-GARCH Student T Volatility Analysis

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