Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6151	6.47
$α$	0.0723	145.24
$β$	0.9990	5,911.24
$ν$	2.6841	668.51

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Yachiyo Industry Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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