Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3963	8.70***
α ARCH Response to squared shocks	0.1831	29.97***
β GARCH Volatility persistence	0.7797	177.04***

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Monotaro Co Ltd MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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