Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8391	6.31
$α$	0.1924	7.32
$β$	0.7111	21.14
$γ_{1}$	-0.1035	-1.36
$γ_{2}$	0.2388	1.95
$γ_{3}$	-0.2298	-2.50
$γ_{4}$	0.0760	0.95
$γ_{5}$	0.1206	1.69
$γ_{6}$	-0.1838	-2.61
$γ_{7}$	0.1031	1.05
$γ_{8}$	0.1823	0.92

V-Lab

Sun A Kaken Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 24th, 2026:118.18% (-15.92%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sun A Kaken Co Ltd Analyses