Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5394	2.87
$α$	0.1236	6.78
$β$	0.7718	26.08
$γ_{1}$	0.1846	1.50
$γ_{2}$	-0.3197	-1.92
$γ_{3}$	0.1794	2.28
$γ_{4}$	0.0285	0.49
$γ_{5}$	-0.1792	-3.47
$γ_{6}$	0.1614	2.91
$γ_{7}$	-0.0675	-1.17
$γ_{8}$	0.0333	0.61
$γ_{9}$	-0.0930	-1.68
$γ_{10}$	0.1903	2.46

V-Lab

Nitta Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.79% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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