Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9185	5.37
$α$	0.2433	5.96
$β$	0.5806	11.11
$γ_{1}$	0.1211	1.75
$γ_{2}$	-0.2950	-2.79
$γ_{3}$	0.3326	4.06
$γ_{4}$	-0.2591	-3.48
$γ_{5}$	0.1070	1.42
$γ_{6}$	0.1193	1.56
$γ_{7}$	-0.2506	-3.51
$γ_{8}$	0.0735	0.77
$γ_{9}$	0.3082	1.90

V-Lab

Jmacs Japan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:61.09% (-10.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Jmacs Japan Co Ltd Analyses