Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1598	5.78
$α$	0.1151	6.43
$β$	0.7567	21.93
$γ_{1}$	-0.3675	-3.78
$γ_{2}$	0.6524	4.81
$γ_{3}$	-0.4706	-5.08
$γ_{4}$	0.3601	3.33
$γ_{5}$	-0.3329	-2.56
$γ_{6}$	0.2736	2.40
$γ_{7}$	-0.1397	-1.25
$γ_{8}$	-0.0282	-0.25
$γ_{9}$	0.0575	0.62
$γ_{10}$	0.1259	0.67

V-Lab

Dentsu Soken Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:83.43% (+22.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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