Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1149	11.93***
α ARCH Response to squared shocks	0.0871	15.99***
β GARCH Volatility persistence	0.8975	151.65***

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Makoto Construction Co Ltd GARCH Volatility Analysis

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