Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3094	5.82
$α$	0.1405	5.94
$β$	0.7010	16.39
$γ_{1}$	-0.0009	-0.02
$γ_{2}$	0.0127	0.25
$γ_{3}$	-0.0216	-0.75
$γ_{4}$	0.0067	0.25
$γ_{5}$	-0.0151	-0.42
$γ_{6}$	0.0694	1.63
$γ_{7}$	-0.0973	-2.57
$γ_{8}$	0.0890	2.21
$γ_{9}$	-0.0658	-1.76

V-Lab

Tsumura & Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:30.51% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses