Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8376	5.18
$α$	0.1844	3.55
$β$	0.4211	3.91
$γ_{1}$	3.8615	3.76
$γ_{2}$	-6.6239	-4.00
$γ_{3}$	3.9202	2.71
$γ_{4}$	-0.1400	-0.08
$γ_{5}$	-3.3607	-1.34
$γ_{6}$	5.5307	2.16
$γ_{7}$	-6.4335	-3.13
$γ_{8}$	6.2179	3.07
$γ_{9}$	-4.3300	-2.75

V-Lab

Jdc Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:32.36% (-2.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jdc Corp Analyses