Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2751	6.82
$α$	0.0916	8.24
$β$	0.8568	56.71
$γ_{1}$	0.0009	0.03
$γ_{2}$	0.0892	1.97
$γ_{3}$	-0.1919	-5.92
$γ_{4}$	0.1709	4.96
$γ_{5}$	-0.1089	-2.86
$γ_{6}$	0.0440	1.13
$γ_{7}$	0.0159	0.37
$γ_{8}$	-0.0509	-1.19
$γ_{9}$	0.0493	1.56

V-Lab

AGC Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:26.02% (-1.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGC Inc/Japan Analyses