Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4564	6.58
$α$	0.1641	6.46
$β$	0.6586	15.17
$γ_{1}$	0.0844	0.97
$γ_{2}$	-0.0868	-0.64
$γ_{3}$	-0.0392	-0.33
$γ_{4}$	0.1350	0.98
$γ_{5}$	-0.2577	-1.57
$γ_{6}$	0.3001	1.80
$γ_{7}$	-0.1745	-1.36
$γ_{8}$	0.0473	0.53

V-Lab

Drecom Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:48.76% (-4.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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