Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0108	7.68
$α$	0.1541	6.86
$β$	0.6878	18.77
$γ_{1}$	-0.0256	-0.65
$γ_{2}$	0.0710	1.21
$γ_{3}$	-0.0890	-1.92
$γ_{4}$	0.0425	0.87
$γ_{5}$	0.0469	1.02
$γ_{6}$	-0.1397	-2.67
$γ_{7}$	0.1958	2.77
$γ_{8}$	-0.1757	-1.85
$γ_{9}$	0.1272	1.39
$γ_{10}$	-0.1127	-1.14

V-Lab

Krosaki Harima Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:21.50% (-0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Krosaki Harima Corp Analyses