Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0051	-1.58
$α$	0.3456	19.86
$β$	0.9339	261.08
$γ$	-0.0755	-11.86

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Nikkei JASDAQ EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Nikkei JASDAQ Analyses