Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4502	22.77
$α$	0.2450	27.66
$β$	0.7260	122.14
$γ$	-0.0034	-0.20

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Golf Digest Online Asy. MEM Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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