Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8278	6.12
$α$	0.0466	6.76
$β$	0.9251	79.57
$γ_{1}$	-0.0310	-1.02
$γ_{2}$	0.0910	2.03
$γ_{3}$	-0.1573	-5.40
$γ_{4}$	0.1887	7.43
$γ_{5}$	-0.1559	-5.79
$γ_{6}$	0.1131	3.56
$γ_{7}$	-0.0836	-2.20
$γ_{8}$	0.1115	2.23

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Advantest Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:73.29% (-0.27%)

Date Range:

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News Impact Curve

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