Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7733	4.61
$α$	0.2258	6.49
$β$	0.6236	13.92
$γ_{1}$	-0.0297	-0.45
$γ_{2}$	0.1298	1.22
$γ_{3}$	-0.1550	-1.87
$γ_{4}$	0.1080	1.73
$γ_{5}$	-0.1209	-2.37
$γ_{6}$	0.1384	2.51
$γ_{7}$	-0.1094	-1.78
$γ_{8}$	0.0410	0.44

V-Lab

Inaba Seisakusho Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.52% (-0.81%)

Date Range:

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News Impact Curve

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