Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	190.9388	8.73
$α$	0.0786	137.46
$β$	0.9982	5,515.04
$ν$	2.0882	2,445.16

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Glosel Co Ltd GAS-GARCH Student T Volatility Analysis

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Date Range:

Parameter Estimates

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