Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1140	15.95
$α$	0.0863	22.68
$β$	0.9137	316.70
$γ$	0.1756	9.93
$δ$	1.9240	29.67

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Koken Boring Machine Co Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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