Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8502	5.79
$α$	0.1187	6.06
$β$	0.7055	13.67
$γ_{1}$	-0.3614	-2.82
$γ_{2}$	0.4477	2.49
$γ_{3}$	-0.0470	-0.35
$γ_{4}$	-0.0947	-0.40
$γ_{5}$	0.1956	0.70
$γ_{6}$	-0.4202	-2.01
$γ_{7}$	0.5593	4.06
$γ_{8}$	-0.4303	-3.37
$γ_{9}$	0.0873	0.40

V-Lab

Idemitsu Kosan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.17% (-1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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