Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3283	12.59
$α$	0.1251	19.19
$β$	0.8275	108.45
$γ$	-0.5277	-5.20

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Agp Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Agp Corp Analyses