Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5911	4.31
$α$	0.2165	7.41
$β$	0.6231	15.20
$γ_{1}$	0.0943	0.76
$γ_{2}$	-0.1750	-1.04
$γ_{3}$	0.1452	1.47
$γ_{4}$	-0.2511	-2.66
$γ_{5}$	0.5252	5.52
$γ_{6}$	-0.5439	-3.42
$γ_{7}$	0.3022	1.13
$γ_{8}$	-0.2146	-0.72
$γ_{9}$	0.0543	0.25
$γ_{10}$	0.1853	1.59

V-Lab

Oricon Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:17.93% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oricon Inc Analyses