Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0651	7.69
$α$	0.1266	8.35
$β$	0.7752	31.86
$γ_{1}$	-0.0864	-2.59
$γ_{2}$	0.1631	3.26
$γ_{3}$	-0.1667	-4.69
$γ_{4}$	0.1880	5.80
$γ_{5}$	-0.1894	-5.74
$γ_{6}$	0.1662	4.92
$γ_{7}$	-0.1073	-2.94
$γ_{8}$	0.0324	0.74
$γ_{9}$	0.0504	0.92

V-Lab

Toho Co Ltd/Tokyo Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:31.11% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toho Co Ltd/Tokyo Analyses