Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0592	14.47
$α$	0.0694	23.24
$β$	0.9293	320.67
$γ$	0.1563	7.83
$δ$	1.2843	24.03

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Sumitomo Precision Products APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sumitomo Precision Products Analyses