Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8841	4.40
$α$	0.1512	8.10
$β$	0.7224	23.90
$γ_{1}$	0.1522	1.27
$γ_{2}$	-0.1698	-1.04
$γ_{3}$	-0.0231	-0.19
$γ_{4}$	0.0604	0.43
$γ_{5}$	0.0051	0.04
$γ_{6}$	-0.1246	-1.23
$γ_{7}$	0.2899	3.76
$γ_{8}$	-0.4260	-5.48
$γ_{9}$	0.4771	4.97
$γ_{10}$	-0.4060	-2.11

V-Lab

Takamatsu Construction Group Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:68.73% (+37.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Takamatsu Construction Group Analyses