CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	0.9344	6.60
$α$	0.1885	7.59
$β$	-0.1340	-0.80
$γ$	-0.0590	-2.25

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Fanuc Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fanuc Corp Analyses