Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.3035	14.16
$α$	0.1591	33.20
$β$	0.8186	154.46
$γ$	0.0949	5.77
$δ$	1.5119	26.27

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Shibaura Electrncs Co Ltd APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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