Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6656	12.33
$α$	0.0887	39.26
$β$	0.9794	577.47
$ν$	6.8165	8.03

V-Lab

Nikkei 500 GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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