Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3026	14.31
$α$	0.2387	24.08
$β$	0.7042	70.53

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Jtower Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jtower Inc Analyses