Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4088	5.79
$α$	0.2144	5.57
$β$	0.4555	5.86
$γ_{1}$	-0.1492	-0.69
$γ_{2}$	0.8155	2.70
$γ_{3}$	-1.4357	-6.71
$γ_{4}$	1.4367	5.61
$γ_{5}$	-0.9913	-2.85
$γ_{6}$	0.1660	0.46
$γ_{7}$	0.3549	1.21
$γ_{8}$	-0.0995	-0.40
$γ_{9}$	-0.3438	-1.14

V-Lab

Japan Property Management Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.19% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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