Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3975	4.64
$α$	0.2049	5.31
$β$	0.5396	9.50
$γ_{1}$	0.3559	3.31
$γ_{2}$	-0.5404	-3.01
$γ_{3}$	0.3143	1.77
$γ_{4}$	-0.2690	-1.43
$γ_{5}$	0.2816	1.87
$γ_{6}$	-0.2961	-2.24
$γ_{7}$	0.3310	2.29
$γ_{8}$	-0.5210	-3.90
$γ_{9}$	1.2633	5.24

V-Lab

Daiichi Kigenso Kagaku-Kogyo Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:88.99% (-4.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Daiichi Kigenso Kagaku-Kogyo Analyses