Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1181	15.78
$α$	0.0607	15.74
$β$	0.9136	315.67
$γ$	0.0515	6.24

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Koken Boring Machine Co Ltd GJR-GARCH Volatility Analysis

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Date Range:

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