Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.7899	8.77
$α$	0.0968	6.49
$β$	0.8366	31.94
$γ_{1}$	-0.0589	-1.98
$γ_{2}$	0.1173	2.36
$γ_{3}$	-0.0769	-1.51
$γ_{4}$	0.0242	0.43
$γ_{5}$	-0.0199	-0.42
$γ_{6}$	0.0667	1.68
$γ_{7}$	-0.0869	-2.64

V-Lab

Trend Micro Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:50.24% (+6.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Trend Micro Inc/Japan Analyses