Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7418	4.42
$α$	0.1173	4.21
$β$	0.6512	7.59
$γ_{1}$	1.9471	2.12
$γ_{2}$	-1.6426	-1.24
$γ_{3}$	-1.8911	-2.55
$γ_{4}$	3.8385	5.88
$γ_{5}$	-4.2251	-5.35
$γ_{6}$	3.0534	4.11
$γ_{7}$	-1.8620	-2.75
$γ_{8}$	2.0713	2.55
$γ_{9}$	-2.5248	-2.27
$γ_{10}$	1.4895	0.76

V-Lab

Neojapan Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:26.18% (+0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Neojapan Inc Analyses