Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1752	15.54***
α ARCH Response to squared shocks	0.0660	28.14***
β GARCH Volatility persistence	0.9175	309.03***

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Megachips Corp GARCH Volatility Analysis

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