Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4797	3.10
$α$	0.2750	2.20
$β$	0.3654	2.06
$γ_{1}$	0.7657	0.08
$γ_{2}$	-7.2386	-0.54
$γ_{3}$	20.4751	2.00
$γ_{4}$	-31.2191	-1.79
$γ_{5}$	27.9680	1.36
$γ_{6}$	-1.9185	-0.14
$γ_{7}$	-19.3693	-2.28
$γ_{8}$	11.4142	1.70

V-Lab

Nihon Knowledge Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:46.85% (-3.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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