Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0870	35.77
$α$	0.0494	11.11
$β$	0.7854	216.95
$γ$	0.2046	18.99

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TOPIX Small Index GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other TOPIX Small Index Analyses