Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4086	15.97
$α$	0.2289	29.34
$β$	0.7260	88.14
$γ$	-0.4932	-4.43

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Super Value Co Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Super Value Co Ltd Analyses