Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0318	5.77
$α$	0.1278	5.79
$β$	0.6993	15.05
$γ_{1}$	-0.3272	-2.52
$γ_{2}$	0.6192	3.34
$γ_{3}$	-0.5637	-5.08
$γ_{4}$	0.4224	3.42
$γ_{5}$	-0.1889	-1.64
$γ_{6}$	0.0727	0.77
$γ_{7}$	-0.0578	-0.61
$γ_{8}$	0.0715	0.61
$γ_{9}$	-0.1867	-1.28
$γ_{10}$	0.5000	1.79

V-Lab

Nomura Research Institute Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:56.67% (-4.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nomura Research Institute Analyses