Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0133	4.33
$α$	0.1706	3.16
$β$	0.3491	2.73
$γ_{1}$	0.3675	0.46
$γ_{2}$	-0.8372	-0.68
$γ_{3}$	1.0831	1.01
$γ_{4}$	-1.5991	-1.76
$γ_{5}$	1.7155	2.43
$γ_{6}$	-0.9961	-1.29
$γ_{7}$	0.8658	0.86
$γ_{8}$	-1.5735	-1.30
$γ_{9}$	1.4720	1.65

V-Lab

Jade Group Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:36.86% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jade Group Inc/Japan Analyses