Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0385	24.56
$α$	0.2071	23.45
$β$	0.6948	108.12
$γ$	0.1963	14.48

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Nikkei JASDAQ GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nikkei JASDAQ Analyses