Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3640	5.94
$α$	0.1118	5.38
$β$	0.7544	12.71
$γ_{1}$	0.0260	0.46
$γ_{2}$	0.0611	0.72
$γ_{3}$	-0.2559	-3.62
$γ_{4}$	0.3546	5.02
$γ_{5}$	-0.3241	-4.99
$γ_{6}$	0.2160	3.03
$γ_{7}$	-0.1297	-1.76
$γ_{8}$	0.1107	1.08

V-Lab

Fuso Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:44.23% (+0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fuso Chemical Co Ltd Analyses