Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2754	6.79
$α$	0.0920	8.36
$β$	0.8571	57.50
$γ_{1}$	-0.0028	-0.09
$γ_{2}$	0.0986	2.16
$γ_{3}$	-0.2059	-6.36
$γ_{4}$	0.1889	5.48
$γ_{5}$	-0.1274	-3.35
$γ_{6}$	0.0601	1.54
$γ_{7}$	0.0012	0.03
$γ_{8}$	-0.0321	-0.63
$γ_{9}$	0.0102	0.13

V-Lab

AGC Inc/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:23.31% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AGC Inc/Japan Analyses