Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7080	8.58
$α$	0.3558	11.54
$β$	0.6774	36.63
$γ$	-0.0665	-1.23

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Edge Technology Inc GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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