Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	15.7572	4.59
$α$	0.0922	75.90
$β$	0.9936	730.03
$ν$	4.0890	31.49

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Nippon Koshuha Steel Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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