Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1525	3.36
$α$	0.1405	10.18
$β$	0.8429	55.53
$γ_{1}$	-0.1104	-1.52
$γ_{2}$	0.2285	2.36
$γ_{3}$	-0.1920	-3.80
$γ_{4}$	0.0145	0.27
$γ_{5}$	0.3314	4.35
$γ_{6}$	-0.5859	-4.99
$γ_{7}$	0.5000	3.75
$γ_{8}$	-0.2434	-2.46
$γ_{9}$	0.0542	1.08

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Tokyo Electric Power Co Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:60.19% (-4.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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