Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1874	18.81
$α$	0.1403	14.69
$β$	0.8170	100.22
$γ$	-0.5377	-5.43
$δ$	0.5000	8.05

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Visionaryholdings Co Ltd APARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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