Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2098	2.66
$α$	0.3561	4.18
$β$	0.4169	7.33
$γ_{1}$	-0.1203	-0.47
$γ_{2}$	0.2213	0.65
$γ_{3}$	-0.2068	-0.98
$γ_{4}$	0.3100	0.95
$γ_{5}$	-0.6376	-1.50
$γ_{6}$	0.9617	2.89
$γ_{7}$	-0.9499	-4.31
$γ_{8}$	0.3764	1.96
$γ_{9}$	0.6910	3.91
$γ_{10}$	-2.0448	-7.70

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Daiwa Computer Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:6.24% (-1.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiwa Computer Co Ltd Analyses