Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.5725	22.91
$α$	0.2282	29.32
$β$	0.6205	92.56
$γ$	1.0969	6.85

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Metaps Inc AGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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