Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0672	37.97
$α$	0.1253	34.09
$β$	0.7710	270.89
$γ$	0.1449	20.02

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Nikkei 225 Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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