Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0782	7.67
$α$	0.1074	13.17
$β$	0.9106	156.98
$γ$	-0.0361	-3.83

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Fuji Soft Service Bureau Inc GJR-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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