Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7041	6.19
$α$	0.1919	7.93
$β$	0.6453	19.49
$γ_{1}$	-0.0380	-1.44
$γ_{2}$	0.0136	0.36
$γ_{3}$	0.0800	2.53
$γ_{4}$	-0.1018	-2.46
$γ_{5}$	0.0485	1.22
$γ_{6}$	0.0342	1.05
$γ_{7}$	-0.1191	-2.98

V-Lab

Japan Foundation Engineering Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.54% (-0.88%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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