Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1911	20.48
$α$	0.3303	29.68
$β$	0.9274	246.53
$γ$	0.0629	6.83

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Kawamoto Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kawamoto Corp Analyses