Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$m$	21
$α$	0.0998	22.44
$β$	0.6454	52.00
$γ$	0.1064	13.62
$λ_{1}$	0.0356	3.03
$λ_{2}$	0.0352	4.93
$λ_{3}$	0.9549	98.94

V-Lab

Toho Co Ltd/Tokyo MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.05% (-1.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toho Co Ltd/Tokyo Analyses