Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	2.7005	5.07
$α$	0.0948	1.71
$β$	0.0843	0.48
$γ_{1}$	9.8758	4.79
$γ_{2}$	-16.1680	-5.21
$γ_{3}$	12.7413	5.72
$γ_{4}$	-12.5930	-3.67
$γ_{5}$	10.5562	2.51
$γ_{6}$	-6.6976	-2.03
$γ_{7}$	4.0627	1.68
$γ_{8}$	-2.6603	-1.65

V-Lab

Cybertrust Japan Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.81% (+2.56%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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