Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3118	5.24
$α$	0.1256	8.23
$β$	0.7693	28.20
$γ_{1}$	-0.0696	-1.30
$γ_{2}$	0.2293	2.73
$γ_{3}$	-0.2778	-3.48
$γ_{4}$	0.1360	1.66
$γ_{5}$	0.0069	0.09
$γ_{6}$	-0.0629	-0.96
$γ_{7}$	0.0454	0.81
$γ_{8}$	0.0257	0.47
$γ_{9}$	-0.0453	-0.64
$γ_{10}$	0.0104	0.08

V-Lab

GS Yuasa Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:57.75% (-6.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GS Yuasa Corp Analyses