Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6893	5.03
$α$	0.0937	2.21
$β$	0.2768	0.99
$γ_{1}$	0.2860	0.26
$γ_{2}$	-0.8982	-0.53
$γ_{3}$	1.4176	1.04
$γ_{4}$	-0.8858	-0.51
$γ_{5}$	0.4356	0.16
$γ_{6}$	-4.6686	-1.11

V-Lab

Fabrica Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:10.12% (+1.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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