Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.0000	8.23
$α$	0.0842	6.45
$β$	0.5986	14.77

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Uzabase Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Uzabase Inc Analyses