Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	13.7397	27.20
$α$	0.0997	6.94
$β$	0.0134	7.30
$γ$	-0.7245	-1.69

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Uzabase Inc AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Uzabase Inc Analyses