Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0003	1.00
$α$	0.7901	23.25
$β$	0.6132	140.02
$γ$	-0.0201	-1.90

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SBI Sumishin NET Bank Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Sumishin NET Bank Ltd Analyses