Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1930	9.63
$α$	0.1122	9.77
$β$	0.8602	70.43
$γ_{1}$	0.0007	1.24

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Nikkei 225 Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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