Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2590	10.48
$α$	0.1162	30.66
$β$	0.8373	162.46
$γ$	0.3001	4.92

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Daiken Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiken Corp Analyses