Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0980	12.16
$α$	0.2354	20.83
$β$	0.9594	265.53
$γ$	0.0214	2.97

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Proto Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proto Corp Analyses