Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.7349	34.31
$α$	0.2205	44.54
$β$	0.6766	160.26
$γ$	0.2503	2.72

V-Lab

Tanaka Chemical AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses