Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.2427	22.01
$α$	0.0942	20.55
$β$	0.8300	173.10
$γ$	0.0666	6.13

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NTT Data Group Corp GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other NTT Data Group Corp Analyses