Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0349	10.66
$α$	0.1770	46.08
$β$	0.9851	753.13
$γ$	-0.0461	-13.79

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Proterial Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Proterial Ltd Analyses