Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0664	26.99
$α$	0.0341	10.96
$β$	0.8656	344.61
$γ$	0.1402	18.38

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Nikkei 225 GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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