Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5695	23.16
$α$	0.2897	28.37
$β$	0.7012	94.19

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Sunautas Co Ltd GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sunautas Co Ltd Analyses