Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.2821	24.71
$α$	0.3444	38.83
$β$	0.9036	223.56
$γ$	-0.0153	-2.34

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Tanaka Chemical EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses