Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2194	18.90
$α$	0.1706	26.83
$β$	0.7504	83.39

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Hamai Co Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hamai Co Ltd Analyses