Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8669	8.23
$α$	0.1542	8.22
$β$	0.7064	22.98
$γ_{1}$	-0.1690	-4.36
$γ_{2}$	0.2948	5.09
$γ_{3}$	-0.2078	-5.40
$γ_{4}$	0.0546	1.56
$γ_{5}$	0.1531	4.81
$γ_{6}$	-0.2565	-8.46
$γ_{7}$	0.2109	5.81
$γ_{8}$	-0.1099	-2.43
$γ_{9}$	0.0306	0.61
$γ_{10}$	0.0042	0.12

V-Lab

Denka Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.26% (-4.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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