Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9328	7.78
$α$	0.2192	5.74
$β$	0.4035	6.45
$γ_{1}$	-0.2881	-3.80
$γ_{2}$	0.2077	1.66
$γ_{3}$	0.3789	3.81
$γ_{4}$	-0.4865	-4.69
$γ_{5}$	0.1746	1.42
$γ_{6}$	0.0903	0.73
$γ_{7}$	-0.0922	-0.70
$γ_{8}$	-0.2272	-2.02
$γ_{9}$	0.7621	7.11
$γ_{10}$	-1.1935	-5.85

V-Lab

Fujimak Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:15.15% (+2.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Fujimak Corp Analyses