Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.6305	4.73
$α$	0.2194	6.60
$β$	0.6459	16.06
$γ_{1}$	0.1318	0.92
$γ_{2}$	-0.2256	-0.85
$γ_{3}$	0.2427	1.07
$γ_{4}$	-0.2347	-1.38
$γ_{5}$	0.0726	0.57
$γ_{6}$	0.1541	1.42
$γ_{7}$	-0.3046	-2.70
$γ_{8}$	0.3430	2.86
$γ_{9}$	-0.5508	-2.42

V-Lab

Computer Institute Of Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:23.04% (-3.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Computer Institute Of Japan Analyses