Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0641	8.88
$α$	0.0563	24.38
$β$	0.9225	300.38
$γ$	0.8275	12.00

V-Lab

Tsumura & Co AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.66% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses