Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	7.1591	5.61
$α$	0.1020	8.61
$β$	0.8775	44.82
$ν$	3.5173	3.74

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Rheos Capital Works Inc GAS-GARCH Student T Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

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