Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7052	5.13
$α$	0.2134	5.91
$β$	0.6462	16.91
$γ_{1}$	0.0115	0.14
$γ_{2}$	-0.1522	-1.37
$γ_{3}$	0.2250	2.35
$γ_{4}$	-0.1733	-1.39
$γ_{5}$	0.1786	1.75
$γ_{6}$	-0.0708	-0.85
$γ_{7}$	-0.1396	-1.49
$γ_{8}$	0.2938	3.30
$γ_{9}$	-0.2439	-3.22
$γ_{10}$	0.0524	0.93

V-Lab

Japan Engine Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:72.62% (+12.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Engine Corp Analyses