CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

Nikkei Stock Average Volatility Index

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	param	t-stat
$ω$	1.4576	3.65
$α$	0.1137	3.08
$β$	0.6876	7.55
$γ_{1}$	-2.9519	-0.81
$γ_{2}$	8.7027	1.48
$γ_{3}$	-9.9706	-2.38
$γ_{4}$	8.2684	1.93
$γ_{5}$	-10.0738	-1.97
$γ_{6}$	11.1167	2.87
$γ_{7}$	-7.1183	-1.93
$γ_{8}$	2.7305	0.65
$γ_{9}$	-6.3215	-1.29
$γ_{10}$	18.6152	2.82

V-Lab

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