Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1222	7.44
$α$	0.1465	9.40
$β$	0.7530	35.87
$γ_{1}$	-0.0094	-0.27
$γ_{2}$	0.0796	1.61
$γ_{3}$	-0.1704	-5.82
$γ_{4}$	0.1741	6.05
$γ_{5}$	-0.1201	-3.87
$γ_{6}$	0.0659	2.13
$γ_{7}$	-0.0279	-0.86
$γ_{8}$	0.0304	0.87
$γ_{9}$	-0.0352	-1.22

V-Lab

Obayashi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:45.70% (-0.80%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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