Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0801	11.24
$α$	0.2478	24.76
$β$	0.9596	308.44
$γ$	-0.0441	-5.36

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NTT Urban Development Corp EGARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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