Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	15.2663	10.55
$α$	0.0722	135.92
$β$	0.9990	10,627.66
$ν$	2.7054	681.28

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Ishii Iron Works Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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