Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7231	6.40
$α$	0.0935	5.50
$β$	0.8776	26.38
$γ_{1}$	-0.0127	-0.17
$γ_{2}$	0.0601	0.46
$γ_{3}$	-0.1554	-1.44
$γ_{4}$	0.2123	2.09
$γ_{5}$	-0.2077	-2.23
$γ_{6}$	0.1799	2.14
$γ_{7}$	-0.0709	-0.76
$γ_{8}$	0.0375	0.39
$γ_{9}$	-0.1945	-1.81

V-Lab

Sotoh Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.29% (-0.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sotoh Co Ltd Analyses