Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5585	14.79
$α$	0.2374	13.50
$β$	0.7637	116.72
$γ$	-0.0022	-0.07

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Jtower Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jtower Inc Analyses