Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0012	-0.00
$α$	1.4782	1.95
$β$	0.5235	0.89
$γ$	-0.0396	-0.01

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Lightworks Corporation AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lightworks Corporation Analyses