Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.6642	4.49
$α$	0.2160	7.41
$β$	0.6213	15.04
$γ_{1}$	0.1390	1.13
$γ_{2}$	-0.2505	-1.51
$γ_{3}$	0.2030	2.06
$γ_{4}$	-0.3000	-3.20
$γ_{5}$	0.5632	5.99
$γ_{6}$	-0.5718	-3.62
$γ_{7}$	0.3236	1.20
$γ_{8}$	-0.2356	-0.78
$γ_{9}$	0.0836	0.37
$γ_{10}$	0.1252	0.59

V-Lab

Oricon Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.20% (-2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Oricon Inc Analyses