Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1371	10.68
$α$	0.1120	9.68
$β$	0.8602	70.05
$γ_{1}$	0.0002	1.44

V-Lab

Nikkei 225 Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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