Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4786	10.82
$α$	0.1185	12.72
$β$	0.8151	72.51
$γ$	0.0333	2.90

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Cybernet Systems Co Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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