Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9932	4.07
$α$	0.1123	6.39
$β$	0.8062	27.58
$γ_{1}$	-0.5255	-3.00
$γ_{2}$	0.7685	2.88
$γ_{3}$	-0.3972	-2.11
$γ_{4}$	0.3848	1.91
$γ_{5}$	-0.5314	-2.25
$γ_{6}$	0.5663	2.67
$γ_{7}$	-0.4863	-2.45
$γ_{8}$	0.3186	1.32
$γ_{9}$	0.1207	0.46
$γ_{10}$	-0.8234	-1.80

V-Lab

Showa System Engineering Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.73% (+0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Showa System Engineering Analyses