Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0460	8.97
$α$	0.0783	13.10
$β$	0.9217	139.76
$γ$	0.0283	0.40
$δ$	0.5000	14.61

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Metaps Inc APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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