Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	5.4602	3.90
$α$	0.0655	36.77
$β$	0.9884	335.15
$ν$	3.8618	14.10

V-Lab

Tsumura & Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:26.32% (-1.53%)

Date Range:

Parameter Estimates

Other Tsumura & Co Analyses