Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0411	4.39
$α$	0.0913	163.57
$β$	0.9990	4,233.05
$ν$	4.2453	138.03

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Nippon Piston Ring Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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