Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.0347	5.73
$α$	0.1101	8.90
$β$	0.8542	65.28
$γ_{1}$	-0.0354	-0.57
$γ_{2}$	0.1031	1.09
$γ_{3}$	-0.0453	-0.65
$γ_{4}$	-0.1708	-2.75
$γ_{5}$	0.3203	5.35
$γ_{6}$	-0.3015	-4.04
$γ_{7}$	0.2389	2.02
$γ_{8}$	-0.2251	-1.52
$γ_{9}$	0.2516	2.06
$γ_{10}$	-0.8131	-5.75

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Toshiba Corp Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toshiba Corp Analyses