Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.2397	4.16
$α$	0.1905	2.45
$β$	0.1665	0.86
$γ_{1}$	42.6392	2.64
$γ_{2}$	-70.6711	-2.81
$γ_{3}$	53.3271	3.73
$γ_{4}$	-45.4966	-3.76
$γ_{5}$	36.4207	2.99
$γ_{6}$	-31.6435	-2.14
$γ_{7}$	32.6305	1.93
$γ_{8}$	-36.3793	-2.53
$γ_{9}$	33.8654	2.71
$γ_{10}$	-21.9516	-1.63

V-Lab

Tms Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:34.58% (+2.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tms Co Ltd Analyses