Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0744	7.12
$α$	0.0832	13.81
$β$	0.9168	158.42

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Fuji Soft Service Bureau Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Service Bureau Inc Analyses