Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0491	7.56
$α$	0.1004	7.24
$β$	0.8428	45.19
$γ_{1}$	0.0507	1.19
$γ_{2}$	0.0025	0.04
$γ_{3}$	-0.1456	-3.38
$γ_{4}$	0.1344	3.13
$γ_{5}$	-0.0582	-1.19
$γ_{6}$	0.0150	0.33
$γ_{7}$	0.0667	1.37
$γ_{8}$	-0.1599	-2.02
$γ_{9}$	0.2463	2.06

V-Lab

Mitsui E&S Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:72.40% (+1.07%)

Date Range:

Parameter Estimates

News Impact Curve

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