Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	572.2208	8.21
$α$	0.1368	83.19
$β$	0.9990	7,684.62
$ν$	2.0024	105,390.84

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Lightworks Corporation GAS-GARCH Student T Volatility Analysis

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Parameter Estimates

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