Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6814	7.27
$α$	0.1313	10.36
$β$	0.7937	43.46
$γ_{1}$	0.0136	0.93
$γ_{2}$	-0.0497	-2.33
$γ_{3}$	0.0580	4.01
$γ_{4}$	-0.0326	-2.19
$γ_{5}$	0.0082	0.58
$γ_{6}$	0.0106	1.15

V-Lab

Tokai Tokyo Finl Hldgs Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.45% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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