Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9198	9.29***
α ARCH Response to squared shocks	0.1712	8.69***
β GARCH Volatility persistence	0.3880	32.68***
γ leverage Additional response to negative shocks	-1.6340	-8.92***

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GMO TECH Holdings Inc AGARCH Volatility Analysis

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