Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1498	17.12
$α$	0.5904	39.40
$β$	0.9721	580.34
$γ$	0.0850	8.84

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Letech Corporation EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Letech Corporation Analyses