Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5839	6.73
$α$	0.0591	120.35
$β$	0.9990	5,774.57
$ν$	2.9502	394.94

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Takisawa Machine Tool Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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