Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0432	8.12
$α$	0.0935	8.66
$β$	0.8440	48.01
$γ_{1}$	-0.0030	-0.12
$γ_{2}$	0.0791	2.11
$γ_{3}$	-0.1615	-6.21
$γ_{4}$	0.1333	4.91
$γ_{5}$	-0.0816	-2.97
$γ_{6}$	0.0694	2.27
$γ_{7}$	-0.0461	-1.33
$γ_{8}$	0.0035	0.13

V-Lab

Fujikura Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:65.64% (+2.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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