Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3692	10.10
$α$	0.8264	17.18
$β$	0.4995	37.23
$γ$	-0.2501	-5.79

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Letech Corporation AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Letech Corporation Analyses