Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4335	16.78
$α$	0.1369	35.74
$β$	0.8285	182.60

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Totoku Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Totoku Inc Analyses