Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3425	7.94
$α$	0.1423	6.02
$β$	0.6998	16.44
$γ_{1}$	0.0078	0.53
$γ_{2}$	-0.0070	-0.32
$γ_{3}$	-0.0167	-1.23
$γ_{4}$	0.0389	3.39
$γ_{5}$	-0.0379	-2.81
$γ_{6}$	0.0502	2.24

V-Lab

Tsumura & Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:36.40% (-1.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsumura & Co Analyses