Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9817	4.68
$α$	0.2207	6.68
$β$	0.6617	17.75
$γ_{1}$	0.5757	4.15
$γ_{2}$	-0.8614	-3.79
$γ_{3}$	0.4278	2.17
$γ_{4}$	-0.3155	-1.58
$γ_{5}$	0.3293	1.79
$γ_{6}$	-0.3058	-1.85
$γ_{7}$	0.3177	1.84
$γ_{8}$	-0.2889	-1.78
$γ_{9}$	0.1847	1.62

V-Lab

Prap Japan Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.34% (-1.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Prap Japan Inc Analyses