Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2771	6.81
$α$	0.0915	8.27
$β$	0.8572	57.08
$γ_{1}$	0.0018	0.06
$γ_{2}$	0.0876	1.93
$γ_{3}$	-0.1911	-5.91
$γ_{4}$	0.1713	4.98
$γ_{5}$	-0.1105	-2.91
$γ_{6}$	0.0464	1.19
$γ_{7}$	0.0133	0.31
$γ_{8}$	-0.0486	-1.13
$γ_{9}$	0.0479	1.51

V-Lab

AGC Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:24.27% (-0.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGC Inc/Japan Analyses