Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	5.3362	4.98
$α$	0.1196	21.57
$β$	0.9787	243.46
$ν$	6.0247	5.41

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Bank Tokyo-Mitsubishi GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

Other Bank Tokyo-Mitsubishi Analyses