Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.8853	2.33
$α$	0.0461	1.56
$β$	0.4731	1.57
$γ_{1}$	-2.4831	-0.41
$γ_{2}$	10.3485	1.22
$γ_{3}$	-18.2607	-3.30
$γ_{4}$	20.1943	3.94
$γ_{5}$	-21.8289	-3.74
$γ_{6}$	19.1112	4.16

V-Lab

Japan Systembank Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:5.78% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Systembank Corp Analyses