Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.0311	21.49
$α$	0.1833	19.56
$β$	0.7963	121.61
$γ$	-0.1164	-7.73

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Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis

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