Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	7.6992	6.15
$α$	0.0552	33.09
$β$	0.9909	602.76
$ν$	6.5783	6.64

V-Lab

Tokyo Electron Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:44.96% (-1.09%)

Date Range:

Parameter Estimates

Other Tokyo Electron Ltd Analyses