Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8928	2.37
$α$	0.0461	1.57
$β$	0.4729	1.57
$γ_{1}$	-2.3451	-0.40
$γ_{2}$	10.1672	1.21
$γ_{3}$	-18.2016	-3.28
$γ_{4}$	20.1633	3.80
$γ_{5}$	-21.7732	-3.32
$γ_{6}$	18.9411	2.66

V-Lab

Japan Systembank Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:5.74% (+0.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Systembank Corp Analyses