Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6835	1.44
$α$	0.3163	5.79
$β$	0.6082	12.07
$γ_{1}$	-0.8185	-0.65
$γ_{2}$	1.3808	0.82
$γ_{3}$	-1.2745	-1.72
$γ_{4}$	1.5370	2.77
$γ_{5}$	-0.9648	-1.72
$γ_{6}$	0.3844	0.61
$γ_{7}$	-1.2435	-2.40
$γ_{8}$	1.9123	3.96
$γ_{9}$	-1.7233	-3.26
$γ_{10}$	2.1777	2.58

V-Lab

Chimney Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:18.70% (+4.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chimney Co Ltd Analyses