Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9209	16.97
$α$	0.3280	20.05
$β$	0.6599	72.82
$γ$	-0.0013	-0.04

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Estore Corp GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Estore Corp Analyses