Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.3711	4.13
$α$	0.4215	5.21
$β$	0.3920	6.37
$γ_{1}$	2.7792	3.60
$γ_{2}$	-4.7832	-4.28
$γ_{3}$	4.1458	5.95
$γ_{4}$	-2.8092	-4.44
$γ_{5}$	0.1727	0.28
$γ_{6}$	1.0107	1.31
$γ_{7}$	-0.6942	-0.95

V-Lab

Valuenex Japan Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:64.98% (+14.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valuenex Japan Inc Analyses