Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0759	3.92
$α$	0.1198	6.21
$β$	0.8112	31.28
$γ_{1}$	-0.4672	-2.50
$γ_{2}$	0.6826	2.38
$γ_{3}$	-0.3533	-1.76
$γ_{4}$	0.3545	1.66
$γ_{5}$	-0.5151	-2.04
$γ_{6}$	0.5806	2.54
$γ_{7}$	-0.5542	-2.62
$γ_{8}$	0.4808	1.89
$γ_{9}$	-0.2049	-0.88
$γ_{10}$	-0.0533	-0.39

V-Lab

Showa System Engineering Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.40% (-1.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Showa System Engineering Analyses