Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0674	27.42
$α$	0.0344	10.74
$β$	0.8641	343.57
$γ$	0.1415	18.36

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Nikkei 225 GJR-GARCH Volatility Analysis

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Parameter Estimates

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