CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9283	3.39
$α$	0.1238	3.25
$β$	0.7236	10.01
$γ_{1}$	1.8850	1.65
$γ_{2}$	-1.0806	-0.57
$γ_{3}$	-2.6535	-1.74
$γ_{4}$	3.7305	3.58
$γ_{5}$	-4.1239	-4.13
$γ_{6}$	3.5906	4.38

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Toshiba Corp Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toshiba Corp Analyses