Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.0809	4.89
$α$	0.2448	5.86
$β$	0.5159	8.51
$γ_{1}$	0.5536	2.44
$γ_{2}$	-0.2877	-0.85
$γ_{3}$	-0.4911	-2.11
$γ_{4}$	0.0122	0.05
$γ_{5}$	0.5262	1.87
$γ_{6}$	-0.4372	-1.51
$γ_{7}$	0.2380	1.02
$γ_{8}$	-0.3822	-1.97
$γ_{9}$	0.6685	3.35
$γ_{10}$	-0.9717	-2.88

V-Lab

Data Horizon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.94% (-2.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Data Horizon Co Ltd Analyses