Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5310	5.30
$α$	0.2417	6.65
$β$	0.5918	12.79
$γ_{1}$	0.2040	1.87
$γ_{2}$	-0.3392	-2.03
$γ_{3}$	0.2589	2.24
$γ_{4}$	-0.2089	-2.15
$γ_{5}$	0.1508	1.45
$γ_{6}$	-0.2199	-1.65
$γ_{7}$	0.3828	2.05

V-Lab

Sanno Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:34.78% (-5.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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