Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4952	3.51
$α$	0.2300	5.13
$β$	0.6445	13.56
$γ_{1}$	-0.2272	-2.10
$γ_{2}$	0.1462	0.89
$γ_{3}$	0.1661	1.44
$γ_{4}$	-0.0681	-0.67
$γ_{5}$	-0.1501	-1.37
$γ_{6}$	0.2749	2.85
$γ_{7}$	-0.2299	-3.06
$γ_{8}$	0.1585	1.80
$γ_{9}$	-0.1841	-1.38

V-Lab

Watanabe Sato Co Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:24.51% (+2.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Watanabe Sato Co Analyses