Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7321	5.12
$α$	0.0968	1.69
$β$	0.0763	0.46
$γ_{1}$	10.0461	4.90
$γ_{2}$	-16.4500	-5.32
$γ_{3}$	12.9593	5.85
$γ_{4}$	-12.8328	-3.76
$γ_{5}$	10.9508	2.60
$γ_{6}$	-7.5992	-2.27
$γ_{7}$	6.2445	2.34
$γ_{8}$	-8.7205	-2.75

V-Lab

Cybertrust Japan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:35.48% (+4.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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