Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1647	14.26
$α$	0.0667	42.67
$β$	0.9077	537.08
$γ$	0.6700	9.40

V-Lab

Tokyo Electron Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:39.04% (-1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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