Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	10.4586	4.10
$α$	0.0668	42.93
$β$	0.9919	472.55
$ν$	4.5309	14.64

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Sanyo Special Steel Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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