Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4768	4.80
$α$	0.1607	7.08
$β$	0.7615	20.16
$γ_{1}$	-0.0049	-0.02
$γ_{2}$	0.1508	0.38
$γ_{3}$	-0.3483	-1.37
$γ_{4}$	0.2758	1.54
$γ_{5}$	0.0539	0.36
$γ_{6}$	-0.4036	-2.49
$γ_{7}$	0.5656	2.71
$γ_{8}$	-0.4407	-1.90
$γ_{9}$	0.1726	0.73
$γ_{10}$	-0.0042	-0.02

V-Lab

Imura & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.84% (-1.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imura & Co Ltd Analyses