Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1342	17.68
$α$	0.2501	26.39
$β$	0.6892	82.99
$γ$	-0.6132	-5.31

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GMO Tech Inc AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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