Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	126
$α$	0.0768	18.74
$β$	0.8370	169.60
$γ$	0.0373	7.33
$λ_{1}$	0.0299	4.48
$λ_{2}$	0.0236	4.65
$λ_{3}$	0.9669	139.47

V-Lab

Toho Gas Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.90% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toho Gas Co Ltd Analyses