Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0377	-0.00
$α$	0.4634	0.00
$β$	0.6843	0.00
$γ$	0.3152	0.00

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Circulation Co Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Circulation Co Ltd Analyses