Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1221	14.75
$α$	0.0595	28.37
$β$	0.9185	359.92
$γ$	0.3774	4.82

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Sumitomo Precision Products AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Precision Products Analyses