Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1445	3.25
$α$	0.1417	10.35
$β$	0.8429	56.35
$γ_{1}$	-0.1254	-1.69
$γ_{2}$	0.2525	2.56
$γ_{3}$	-0.2066	-4.04
$γ_{4}$	0.0186	0.35
$γ_{5}$	0.3409	4.42
$γ_{6}$	-0.6031	-5.06
$γ_{7}$	0.5156	3.74
$γ_{8}$	-0.2523	-2.31
$γ_{9}$	0.0513	0.46

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Tokyo Electric Power Co Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:62.88% (+2.84%)

Date Range:

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News Impact Curve

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