Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9192	8.82
$α$	0.4831	13.24
$β$	0.4981	22.95

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Graphico Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Graphico Inc Analyses