Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.6070	14.50
$α$	0.3858	10.74
$β$	0.5631	35.87
$γ$	-0.0347	-0.75

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Visco Technologies Corp GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

Volatility Forecasts

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