Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2853	6.86
$α$	0.0914	8.26
$β$	0.8573	57.11
$γ_{1}$	0.0030	0.10
$γ_{2}$	0.0861	1.90
$γ_{3}$	-0.1905	-5.89
$γ_{4}$	0.1709	4.97
$γ_{5}$	-0.1101	-2.90
$γ_{6}$	0.0460	1.18
$γ_{7}$	0.0137	0.32
$γ_{8}$	-0.0488	-1.14
$γ_{9}$	0.0479	1.51

V-Lab

AGC Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:24.24% (-1.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGC Inc/Japan Analyses