Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0614	27.81
$α$	0.0320	9.07
$β$	0.8463	293.04
$γ$	0.1533	18.23

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TOPIX Mid 400 Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Mid 400 Index Analyses