Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0631	10.33
$α$	0.0696	19.38
$β$	0.9304	232.71
$γ$	-0.0137	-0.55
$δ$	1.8167	27.50

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Japan Best Rescue Sys Co Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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