Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.8641	3.37
$α$	0.4319	4.93
$β$	0.4266	6.97
$γ_{1}$	-0.3925	-2.37
$γ_{2}$	0.6531	2.68
$γ_{3}$	-0.2582	-1.54
$γ_{4}$	-0.0676	-0.38
$γ_{5}$	0.0506	0.28
$γ_{6}$	-0.1281	-0.73
$γ_{7}$	0.4905	2.65
$γ_{8}$	-0.7343	-3.24
$γ_{9}$	0.6082	3.22
$γ_{10}$	-0.2396	-1.84

V-Lab

Yamada Servicer Synthetic Office Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:11.75% (-1.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yamada Servicer Synthetic Office Analyses