Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1852	3.97
$α$	0.1640	5.36
$β$	0.6698	14.89
$γ_{1}$	0.3800	6.01
$γ_{2}$	-0.6475	-6.42
$γ_{3}$	0.3795	5.16
$γ_{4}$	-0.0913	-1.63
$γ_{5}$	-0.0875	-1.68
$γ_{6}$	0.0913	1.80
$γ_{7}$	-0.0663	-1.34
$γ_{8}$	0.1183	2.26
$γ_{9}$	-0.1168	-1.75
$γ_{10}$	0.0523	0.86

V-Lab

Japan Tobacco Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:20.55% (-1.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Tobacco Inc Analyses