Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.1172	18.62
$α$	0.1370	23.96
$β$	0.8449	132.80

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Naigai Trans Line GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Naigai Trans Line Analyses