Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3666	4.87
$α$	0.1170	9.79
$β$	0.8341	56.75
$γ_{1}$	0.0194	0.61
$γ_{2}$	0.0409	0.91
$γ_{3}$	-0.1525	-5.33
$γ_{4}$	0.1578	5.99
$γ_{5}$	-0.1297	-5.38
$γ_{6}$	0.1345	4.96
$γ_{7}$	-0.1046	-3.35
$γ_{8}$	0.0488	1.02

V-Lab

Marubeni Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:41.98% (-2.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Marubeni Corp Analyses