Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4039	4.53
$α$	0.1652	7.23
$β$	0.7611	20.80
$γ_{1}$	-0.0582	-0.24
$γ_{2}$	0.2259	0.56
$γ_{3}$	-0.3819	-1.46
$γ_{4}$	0.2927	1.60
$γ_{5}$	0.0464	0.30
$γ_{6}$	-0.3971	-2.40
$γ_{7}$	0.5491	2.57
$γ_{8}$	-0.3946	-1.62
$γ_{9}$	0.0525	0.20
$γ_{10}$	0.2840	0.57

V-Lab

Imura & Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:20.04% (-1.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imura & Co Ltd Analyses