Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0082	-2.57
$α$	0.0978	51.98
$β$	0.9160	659.49
$γ$	0.3370	6.18

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Proterial Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proterial Ltd Analyses