Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3058	2.27**
α ARCH Response to squared shocks	0.2833	5.51***
β GARCH Volatility persistence	0.6738	31.28***

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GMO TECH Holdings Inc MEM Volatility Analysis

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News Impact Curve

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