Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0712	13.08***
α ARCH Response to squared shocks	0.2224	47.69***
β GARCH Volatility persistence	0.7492	232.10***

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