Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	-0.0020	-1.77
$α$	0.0772	42.65
$β$	0.9319	631.80
$γ$	0.1597	3.49

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Toshiba Corp AGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toshiba Corp Analyses