Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.3357	24.09
$α$	0.1613	17.02
$β$	0.8207	121.12
$γ$	0.0240	2.46

V-Lab

Tanaka Chemical Asy. MEM Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses