Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8071	13.49
$α$	0.3877	28.19
$β$	0.5132	46.21

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Macromill Inc MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macromill Inc Analyses