Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.6511	3.47
$α$	0.2690	7.14
$β$	0.6696	17.59
$γ_{1}$	0.3567	2.77
$γ_{2}$	-0.6273	-2.87
$γ_{3}$	0.5188	2.74
$γ_{4}$	-0.4814	-2.80
$γ_{5}$	0.6116	3.59
$γ_{6}$	-0.6458	-4.82
$γ_{7}$	0.2966	2.70
$γ_{8}$	0.0709	0.55
$γ_{9}$	-0.2449	-1.72
$γ_{10}$	0.2479	1.65

V-Lab

Tay Two Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:31.46% (-1.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tay Two Co Ltd Analyses