Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0795	22.78
$α$	0.2551	37.29
$β$	0.9700	675.00
$γ$	-0.0448	-8.64

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Tatsuta Electric Wire & Cabl EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tatsuta Electric Wire & Cabl Analyses