Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.9190	21.53
$α$	0.1790	19.52
$β$	0.8023	125.92
$γ$	-0.1143	-7.78

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Nikkei Stock Average Volatility Index GJR-GARCH Volatility Analysis

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