Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7160	10.24
$α$	0.6525	5.55
$β$	0.4203	17.25
$γ$	-0.1455	-0.85

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Lightworks Corporation GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Lightworks Corporation Analyses