Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1399	37.35
$α$	0.1531	58.83
$β$	0.8167	453.71
$γ$	0.0921	2.92

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Yaoko Co Ltd AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yaoko Co Ltd Analyses