Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0363	6.08
$α$	0.0522	1.81
$β$	0.2230	0.51
$γ_{1}$	-0.1073	-0.11
$γ_{2}$	0.5918	0.37
$γ_{3}$	-1.5644	-1.43
$γ_{4}$	2.6220	3.43
$γ_{5}$	-2.9450	-3.95
$γ_{6}$	1.5856	1.73
$γ_{7}$	1.0452	0.99
$γ_{8}$	-2.9265	-2.75
$γ_{9}$	3.8532	3.44

V-Lab

Mercari Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:61.03% (-2.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mercari Inc Analyses