Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.8095	5.33
$α$	0.2685	6.64
$β$	0.4883	8.34
$γ_{1}$	-0.0920	-1.28
$γ_{2}$	0.2987	2.93
$γ_{3}$	-0.3386	-5.01
$γ_{4}$	0.2731	3.71
$γ_{5}$	-0.2791	-2.34
$γ_{6}$	0.2882	2.18
$γ_{7}$	-0.3818	-3.50
$γ_{8}$	0.4824	4.14

V-Lab

Himacs Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.13% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Himacs Ltd Analyses