Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.0438	12.18
$α$	0.1233	20.18
$β$	0.9781	575.69
$γ$	-0.0350	-7.62

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Tsumura & Co EGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:27.95% (-1.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses