Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4039	4.28
$α$	0.1066	2.89
$β$	0.8738	18.08
$γ_{1}$	0.2192	0.73
$γ_{2}$	-0.2881	-0.60
$γ_{3}$	-0.1534	-0.49
$γ_{4}$	0.2466	0.97
$γ_{5}$	0.3795	1.14
$γ_{6}$	-0.8875	-1.44
$γ_{7}$	1.1043	1.39
$γ_{8}$	-1.4223	-2.33
$γ_{9}$	1.2149	3.77

V-Lab

Kichiri & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:9.31% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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