Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0410	12.63
$α$	0.0535	26.82
$β$	0.9437	453.91

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Fuji Soft Inc GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuji Soft Inc Analyses