Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.1966	30.51
$β$	0.5817	44.56
$γ$	0.0412	2.87
$λ_{1}$	0.0867	1.82
$λ_{2}$	0.0167	3.54
$λ_{3}$	0.9774	138.83

V-Lab

Tanaka Chemical MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tanaka Chemical Analyses