Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4998	3.48
$α$	0.2245	4.77
$β$	0.6605	13.31
$γ_{1}$	-0.2249	-2.04
$γ_{2}$	0.1443	0.86
$γ_{3}$	0.1640	1.40
$γ_{4}$	-0.0665	-0.64
$γ_{5}$	-0.1461	-1.30
$γ_{6}$	0.2612	2.66
$γ_{7}$	-0.2000	-2.74
$γ_{8}$	0.0922	1.32
$γ_{9}$	-0.0113	-0.22

V-Lab

Watanabe Sato Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:24.44% (-3.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Watanabe Sato Co Analyses