Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6328	3.48
$α$	0.1749	7.00
$β$	0.6933	15.15
$γ_{1}$	0.0525	0.45
$γ_{2}$	-0.0953	-0.58
$γ_{3}$	0.0291	0.32
$γ_{4}$	0.1153	1.27
$γ_{5}$	-0.3123	-2.88
$γ_{6}$	0.4274	3.92
$γ_{7}$	-0.3302	-3.30
$γ_{8}$	0.1766	1.60
$γ_{9}$	-0.1379	-0.91

V-Lab

SBI Global Asset Management Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:15.58% (-0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SBI Global Asset Management Co Ltd Analyses