Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6177	11.08
$α$	0.1065	18.45
$β$	0.8637	121.93

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Metaps Inc GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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