Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4628	22.83
$α$	0.1135	18.23
$β$	0.8144	155.12
$γ$	0.0632	5.73

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Shibaura Electrncs Co Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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