Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0874	13.82
$α$	0.3112	27.01
$β$	0.9834	634.45
$γ$	-0.0171	-1.80

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Metaps Inc EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Metaps Inc Analyses