Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1757	3.40
$α$	0.1413	10.21
$β$	0.8424	55.48
$γ_{1}$	-0.1082	-1.50
$γ_{2}$	0.2255	2.34
$γ_{3}$	-0.1915	-3.79
$γ_{4}$	0.0171	0.33
$γ_{5}$	0.3251	4.35
$γ_{6}$	-0.5812	-5.03
$γ_{7}$	0.5019	3.78
$γ_{8}$	-0.2493	-2.51
$γ_{9}$	0.0585	1.16

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

Volatility Prediction for Tuesday, February 24th, 2026:46.80% (-2.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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