Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2430	16.59
$α$	0.3235	25.74
$β$	0.9171	163.10
$γ$	0.0703	6.59

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GMO Tech Inc EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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