Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4547	11.39
$α$	0.1022	19.93
$β$	0.8656	172.49
$γ$	-0.5575	-10.29
$δ$	1.1650	31.72

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