Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4532	2.53
$α$	0.4301	2.00
$β$	0.0641	1.03
$γ_{1}$	-2.3124	-1.17
$γ_{2}$	7.4857	2.79
$γ_{3}$	-10.0022	-5.73
$γ_{4}$	7.1287	2.92
$γ_{5}$	-2.9898	-0.87
$γ_{6}$	0.4841	0.11
$γ_{7}$	0.2554	0.06
$γ_{8}$	2.0554	0.53
$γ_{9}$	-5.9230	-1.52
$γ_{10}$	8.4189	2.26

V-Lab

D. I. System Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:87.35% (+61.09%)

Date Range:

Parameter Estimates

News Impact Curve

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