Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5959	5.58
$α$	0.2885	6.38
$β$	0.5064	10.32
$γ_{1}$	0.4753	3.36
$γ_{2}$	-0.6365	-2.62
$γ_{3}$	0.2120	0.95
$γ_{4}$	-0.2035	-0.97
$γ_{5}$	0.3821	2.57
$γ_{6}$	-0.4165	-2.31
$γ_{7}$	0.4005	2.26
$γ_{8}$	-0.4329	-3.41
$γ_{9}$	0.3050	2.99

V-Lab

Mitachi Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:39.40% (+6.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitachi Co Ltd Analyses