Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1051	5.98
$α$	0.2235	2.53
$β$	0.1742	1.61
$γ_{1}$	-0.2592	-1.33
$γ_{2}$	0.3522	1.09
$γ_{3}$	-0.1792	-0.63
$γ_{4}$	0.2447	0.84
$γ_{5}$	-0.3999	-1.26
$γ_{6}$	0.5012	1.81
$γ_{7}$	-0.3948	-2.19
$γ_{8}$	0.1344	0.72
$γ_{9}$	0.0810	0.42
$γ_{10}$	-0.2077	-0.89

V-Lab

Monotaro Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:47.67% (+12.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Monotaro Co Ltd Analyses