Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9872	3.31
$α$	0.2199	1.52
$β$	0.2141	0.99
$γ_{1}$	-35.2115	-2.45
$γ_{2}$	63.5919	3.16
$γ_{3}$	-47.0782	-4.20
$γ_{4}$	30.3183	2.35
$γ_{5}$	-21.1765	-1.41
$γ_{6}$	27.4544	1.42
$γ_{7}$	-54.1578	-1.59

V-Lab

Rococo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.02% (+6.97%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rococo Co Ltd Analyses