Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0809	7.92
$α$	0.4916	39.47
$β$	0.9925	369.52
$γ$	-0.1191	-9.94

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SBI Sumishin NET Bank Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Sumishin NET Bank Ltd Analyses