Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.5424	8.70
$α$	0.1659	11.82
$β$	0.7635	90.53
$γ$	0.0634	2.92

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Money Partners Group Co Ltd GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Money Partners Group Co Ltd Analyses