Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7169	2.68
$α$	0.0662	4.43
$β$	0.8490	24.40
$γ_{1}$	0.2705	1.73
$γ_{2}$	-0.5104	-2.31
$γ_{3}$	0.5135	2.93
$γ_{4}$	-0.5257	-3.24
$γ_{5}$	0.3818	2.85
$γ_{6}$	-0.1774	-1.41
$γ_{7}$	0.0800	0.67
$γ_{8}$	-0.0187	-0.15
$γ_{9}$	-0.0394	-0.33
$γ_{10}$	0.0243	0.15

V-Lab

SK Kaken Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:25.28% (-1.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SK Kaken Co Ltd Analyses