Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.1449	22.55
$α$	0.1541	19.21
$β$	0.7611	118.03
$γ$	0.0426	3.13

V-Lab

Tanaka Chemical GJR-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses