Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3399	7.74
$α$	0.1183	6.56
$β$	0.7350	20.73
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0505	1.36
$γ_{3}$	-0.1264	-3.78
$γ_{4}$	0.1395	4.40
$γ_{5}$	-0.0950	-3.96
$γ_{6}$	0.0443	1.69
$γ_{7}$	-0.0156	-0.53
$γ_{8}$	0.0032	0.15

V-Lab

Terumo Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:31.96% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Terumo Corp Analyses