Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2624	20.85
$α$	0.1605	33.33
$β$	0.8290	210.46

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Faith Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Faith Inc Analyses