Figure 4. Inferred probabilities of regime1 for S&P 500 implied volatility index
Figure 5. Inferred probabilities of regime1 for Nikkei 225 implied volatility index
(Model 5 of first differences in expected volatility)
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Figure 4. Inferred probabilities of regime1 for S&P 500 implied volatility index
Figure 5. Inferred probabilities of regime1 for Nikkei 225 implied volatility index
(Model 5 of first differences in expected volatility)
28