Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5757	6.20
$α$	0.1050	5.73
$β$	0.7769	23.28
$γ_{1}$	0.2022	3.49
$γ_{2}$	-0.2712	-2.92
$γ_{3}$	0.0034	0.04
$γ_{4}$	0.1846	3.39
$γ_{5}$	-0.2482	-5.01
$γ_{6}$	0.2837	5.35
$γ_{7}$	-0.2390	-3.70
$γ_{8}$	0.0828	0.79
$γ_{9}$	0.0067	0.06
$γ_{10}$	-0.0002	-0.00

V-Lab

Matsukiyococokara & Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:29.33% (-0.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Matsukiyococokara & Co Analyses