Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1888	4.82
$α$	0.0692	3.87
$β$	0.8945	24.58
$γ_{1}$	-0.1736	-2.71
$γ_{2}$	0.2216	2.24
$γ_{3}$	-0.0043	-0.06
$γ_{4}$	-0.1209	-1.73
$γ_{5}$	0.2072	3.13
$γ_{6}$	-0.2412	-3.24
$γ_{7}$	0.1667	2.43
$γ_{8}$	-0.1207	-1.28

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Tdc Soft Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:30.75% (-1.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tdc Soft Inc Analyses