Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.4414	31.58
$α$	0.1546	35.39
$β$	0.7559	172.73
$γ$	0.4136	5.47

V-Lab

Nomura Research Institute AGARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:57.94% (-6.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Research Institute Analyses