Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6048	6.35
$α$	0.1503	2.80
$β$	0.4113	3.00
$γ_{1}$	3.0071	2.70
$γ_{2}$	-4.1161	-2.03
$γ_{3}$	2.0782	1.28
$γ_{4}$	-1.9882	-1.92
$γ_{5}$	1.4192	1.68
$γ_{6}$	-0.9308	-0.96
$γ_{7}$	1.5309	1.69
$γ_{8}$	-2.1430	-2.87
$γ_{9}$	3.2080	3.17
$γ_{10}$	-7.1113	-3.01

V-Lab

Baroque Japan Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:4.21% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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