Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1083	7.67
$α$	0.1228	8.30
$β$	0.7880	33.83
$γ_{1}$	-0.0682	-1.99
$γ_{2}$	0.1321	2.56
$γ_{3}$	-0.1429	-3.90
$γ_{4}$	0.1682	5.00
$γ_{5}$	-0.1742	-5.09
$γ_{6}$	0.1586	4.55
$γ_{7}$	-0.1129	-3.04
$γ_{8}$	0.0615	1.44
$γ_{9}$	-0.0347	-0.99

V-Lab

Toho Co Ltd/Tokyo Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.05% (+1.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toho Co Ltd/Tokyo Analyses