Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4077	14.75
$α$	0.1493	28.19
$β$	0.8056	113.17
$γ$	0.2413	2.59

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Relia Inc AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Relia Inc Analyses