Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0476	16.57
$α$	0.1868	44.15
$β$	0.9827	814.82
$γ$	-0.0295	-7.20

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Descente Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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