Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4032	10.35
$α$	0.2458	21.76
$β$	0.7354	81.23
$γ$	-0.5329	-7.19

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Kawamoto Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kawamoto Corp Analyses