Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3806	3.32
$α$	0.2511	2.98
$β$	0.5087	3.61
$γ_{1}$	-0.3557	-0.16
$γ_{2}$	0.0880	0.02
$γ_{3}$	1.9747	0.67
$γ_{4}$	-4.1107	-1.51
$γ_{5}$	3.7267	2.13

V-Lab

MERCURY Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:31.51% (-3.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MERCURY Inc/Japan Analyses