Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	0.0231	13.02
$α$	0.1898	34.44
$β$	0.9915	1,416.43
$γ$	-0.0483	-13.41

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Toshiba Corp EGARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toshiba Corp Analyses