Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1254	6.62
$α$	0.6064	22.97
$β$	0.9761	303.04
$γ$	-0.0847	-4.46

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Econavista Inc EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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