Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.1645	14.25
$α$	0.0667	42.70
$β$	0.9077	537.75
$γ$	0.6695	9.39

V-Lab

Tokyo Electron Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:44.84% (-1.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tokyo Electron Ltd Analyses