Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.1529	4.86
$α$	0.2749	6.88
$β$	0.6285	12.22
$γ_{1}$	-0.1355	-1.72
$γ_{2}$	0.2701	2.22
$γ_{3}$	-0.2177	-2.25
$γ_{4}$	0.1518	1.66
$γ_{5}$	-0.1716	-1.76
$γ_{6}$	0.2583	2.62
$γ_{7}$	-0.2522	-3.18
$γ_{8}$	0.1164	2.30

V-Lab

Toho Systems Science Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.11% (+0.98%)

Date Range:

Parameter Estimates

News Impact Curve

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