Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0399	17.29
$α$	0.1927	39.08
$β$	0.9803	965.80
$γ$	-0.0337	-7.76

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Logisteed Ltd EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Logisteed Ltd Analyses