Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1745	3.39
$α$	0.1412	10.22
$β$	0.8427	55.63
$γ_{1}$	-0.1101	-1.52
$γ_{2}$	0.2289	2.37
$γ_{3}$	-0.1941	-3.84
$γ_{4}$	0.0203	0.39
$γ_{5}$	0.3201	4.28
$γ_{6}$	-0.5760	-4.96
$γ_{7}$	0.4981	3.74
$γ_{8}$	-0.2462	-2.48
$γ_{9}$	0.0564	1.11

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Tokyo Electric Power Co Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:48.94% (-3.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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