Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2747	9.15
$α$	0.1340	7.67
$β$	0.7631	29.95
$γ_{1}$	0.0522	4.83
$γ_{2}$	-0.0874	-5.21
$γ_{3}$	0.0515	4.53
$γ_{4}$	-0.0274	-2.77
$γ_{5}$	0.0244	2.24
$γ_{6}$	-0.0184	-2.01

V-Lab

Shimizu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:48.73% (+1.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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