Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5703	3.49
$α$	0.2466	2.18
$β$	0.2324	1.23
$γ_{1}$	-26.4619	-1.16
$γ_{2}$	54.7820	1.61
$γ_{3}$	-56.4340	-2.87
$γ_{4}$	54.2892	3.25
$γ_{5}$	-38.5735	-2.44
$γ_{6}$	25.3283	1.71
$γ_{7}$	-44.3589	-2.53
$γ_{8}$	51.7799	3.55

V-Lab

Waseda Gakushukenkyukai Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:3.70% (-0.65%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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