Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3379	22.30
$α$	0.4849	36.11
$β$	0.8780	166.04
$γ$	0.0292	4.27

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Estore Corp EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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