Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1985	11.01
$α$	0.3573	12.38
$β$	0.6427	37.21

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Founders Consultancy Hldg GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Founders Consultancy Hldg Analyses