Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4420	14.43
$α$	0.1617	20.14
$β$	0.8383	118.50

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Ascot Corp GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ascot Corp Analyses