Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9860	21.08
$α$	0.3597	38.60
$β$	0.6347	94.79
$γ$	-0.1090	-1.32

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Estore Corp AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estore Corp Analyses