Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.2416	11.12
$α$	0.0835	39.68
$β$	0.9825	550.73
$ν$	7.5653	6.87

V-Lab

Nikkei 225 GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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