Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0867	11.85
$α$	0.0784	43.01
$β$	0.9095	404.21
$γ$	0.5552	8.98

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Descente Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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