Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0146	8.06
$α$	0.0946	8.58
$β$	0.8396	45.86
$γ_{1}$	-0.0084	-0.33
$γ_{2}$	0.0882	2.40
$γ_{3}$	-0.1698	-6.72
$γ_{4}$	0.1428	5.39
$γ_{5}$	-0.0930	-3.44
$γ_{6}$	0.0840	2.76
$γ_{7}$	-0.0675	-1.81
$γ_{8}$	0.0519	0.97

V-Lab

Fujikura Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:73.65% (-2.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fujikura Ltd Analyses