Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1167	24.19
$α$	0.1326	52.71
$β$	0.8476	395.35
$γ$	0.2044	4.49

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Mitsubishi Shokuhin Co Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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