Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5205	20.26
$α$	0.2452	25.52
$β$	0.7063	89.68
$γ$	0.1309	1.73

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Proto Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proto Corp Analyses