Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0318	8.25
$α$	0.1729	6.30
$β$	0.5345	9.96
$γ_{1}$	0.1170	2.35
$γ_{2}$	-0.2761	-3.66
$γ_{3}$	0.1792	3.53
$γ_{4}$	0.1124	2.55
$γ_{5}$	-0.2766	-6.54
$γ_{6}$	0.2710	5.91
$γ_{7}$	-0.1982	-3.48
$γ_{8}$	0.1040	1.19
$γ_{9}$	-0.1324	-1.29
$γ_{10}$	0.3655	2.57

V-Lab

Mandom Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:38.52% (-0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mandom Corp Analyses