Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2492	5.58
$α$	0.1250	5.92
$β$	0.8160	30.40
$γ_{1}$	-0.0338	-0.44
$γ_{2}$	0.1037	0.91
$γ_{3}$	-0.1059	-1.31
$γ_{4}$	0.0047	0.05
$γ_{5}$	0.0947	1.12
$γ_{6}$	-0.1466	-1.66
$γ_{7}$	0.1531	1.82
$γ_{8}$	-0.1268	-1.69
$γ_{9}$	0.1220	1.16
$γ_{10}$	-0.0943	-0.95

V-Lab

Nippon Chutetsukan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:36.78% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Chutetsukan Analyses