Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.1603	4.04
$α$	0.1974	2.44
$β$	0.1664	0.87
$γ_{1}$	41.2860	2.55
$γ_{2}$	-68.3983	-2.71
$γ_{3}$	51.5642	3.58
$γ_{4}$	-43.8960	-3.56
$γ_{5}$	34.8972	2.82
$γ_{6}$	-30.0768	-2.02
$γ_{7}$	31.0275	1.83
$γ_{8}$	-34.6098	-2.46
$γ_{9}$	31.2556	2.81
$γ_{10}$	-16.2478	-2.32

V-Lab

Tms Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.86% (+2.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tms Co Ltd Analyses