Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2071	17.29
$α$	0.1124	34.94
$β$	0.8808	287.09

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Ijtt Co Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ijtt Co Ltd Analyses