Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6488	4.80
$α$	0.0689	109.14
$β$	0.9990	4,459.82
$ν$	4.4991	86.56

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Proterial Ltd GAS-GARCH Student T Volatility Analysis

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