Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1723	20.96
$α$	0.2846	35.68
$β$	0.9289	214.27
$γ$	0.0457	5.64

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Tokyo Nissan Computer Sys Co EGARCH Volatility Analysis

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