Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	7.7100	6.13
$α$	0.0552	33.10
$β$	0.9910	603.51
$ν$	6.5720	6.65

V-Lab

Tokyo Electron Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:45.49% (+0.75%)

Date Range:

Parameter Estimates

Other Tokyo Electron Ltd Analyses