Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6518	5.69
$α$	0.2936	6.33
$β$	0.4803	9.52
$γ_{1}$	0.5019	3.61
$γ_{2}$	-0.6763	-2.85
$γ_{3}$	0.2354	1.09
$γ_{4}$	-0.2210	-1.09
$γ_{5}$	0.3989	2.82
$γ_{6}$	-0.4470	-2.59
$γ_{7}$	0.4671	2.71
$γ_{8}$	-0.5763	-3.74
$γ_{9}$	0.6698	2.59

V-Lab

Mitachi Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:38.18% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitachi Co Ltd Analyses