Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	3.3684	4.16
$α$	0.4184	5.27
$β$	0.3914	6.59
$γ_{1}$	2.8196	3.67
$γ_{2}$	-4.8601	-4.37
$γ_{3}$	4.2406	6.11
$γ_{4}$	-2.9837	-4.74
$γ_{5}$	0.5348	0.85
$γ_{6}$	0.2394	0.25
$γ_{7}$	1.1911	0.54

V-Lab

Valuenex Japan Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:76.71% (+11.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Valuenex Japan Inc Analyses