Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7190	2.89
$α$	0.3400	6.60
$β$	0.5304	11.32
$γ_{1}$	0.0089	0.04
$γ_{2}$	-0.1716	-0.57
$γ_{3}$	0.4891	2.60
$γ_{4}$	-0.7151	-3.60
$γ_{5}$	0.7478	3.63
$γ_{6}$	-0.7626	-3.32
$γ_{7}$	1.1234	5.84
$γ_{8}$	-1.6643	-9.66

V-Lab

Maruchiyo Yamaoka Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.50% (-4.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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