Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3506	7.74
$α$	0.1435	4.96
$β$	0.7630	19.30
$γ_{1}$	0.0240	0.66
$γ_{2}$	0.0029	0.05
$γ_{3}$	-0.0739	-2.01
$γ_{4}$	0.0897	2.62
$γ_{5}$	-0.0956	-1.92
$γ_{6}$	0.1068	1.82
$γ_{7}$	-0.1208	-2.10
$γ_{8}$	0.2729	4.82

V-Lab

Nippon Chutetsukan Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:77.60% (+3.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nippon Chutetsukan Analyses