Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2575	11.17
$α$	0.1430	21.24
$β$	0.8176	110.28
$γ$	0.6252	12.11

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Itochu Techno-Solutions Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Itochu Techno-Solutions Corp Analyses