Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3661	3.32
$α$	0.2299	2.56
$β$	0.5388	3.17
$γ_{1}$	-0.2553	-0.11
$γ_{2}$	-0.1668	-0.05
$γ_{3}$	2.4690	0.80
$γ_{4}$	-5.3300	-1.71
$γ_{5}$	7.1045	2.07

V-Lab

MERCURY Inc/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:39.87% (-2.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other MERCURY Inc/Japan Analyses