Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6364	11.23
$α$	0.0756	38.63
$β$	0.9814	552.26
$ν$	6.6357	7.33

V-Lab

TOPIX 500 Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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