Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6199	5.78
$α$	0.0602	6.82
$β$	0.9173	90.34
$γ$	-0.0370	-4.81

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Visionaryholdings Co Ltd GJR-GARCH Volatility Analysis

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Parameter Estimates

News Impact Curve

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