Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6441	8.40
$α$	0.1383	8.45
$β$	0.7697	28.94
$γ_{1}$	0.0383	1.60
$γ_{2}$	-0.0331	-0.89
$γ_{3}$	-0.0270	-1.07
$γ_{4}$	0.0567	2.09
$γ_{5}$	-0.0867	-2.63
$γ_{6}$	0.0947	3.02
$γ_{7}$	-0.0792	-2.77
$γ_{8}$	0.1041	3.07

V-Lab

Dai Nippon Toryo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.32% (-2.59%)

Date Range:

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News Impact Curve

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