Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.4690	15.39
$α$	0.1879	31.72
$β$	0.7798	112.41
$γ$	0.0455	2.59
$δ$	1.2961	27.87

V-Lab

Tanaka Chemical APARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses