Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3389	17.81
$α$	0.2807	29.02
$β$	0.7155	66.79
$γ$	-0.0390	-1.73
$δ$	1.0426	24.55

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Estore Corp APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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