Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.2960	10.64
$β$	0.6869	31.15
$γ$	-0.0015	-0.07
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.8003	13.05
$λ_{3}$	0.1997	3.98

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Circulation Co Ltd MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Circulation Co Ltd Analyses