Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7163	5.13
$α$	0.2122	5.87
$β$	0.6474	16.90
$γ_{1}$	0.0336	0.42
$γ_{2}$	-0.1918	-1.71
$γ_{3}$	0.2581	2.67
$γ_{4}$	-0.2018	-1.61
$γ_{5}$	0.2006	1.98
$γ_{6}$	-0.0846	-1.02
$γ_{7}$	-0.1315	-1.40
$γ_{8}$	0.2839	3.13
$γ_{9}$	-0.2193	-2.35
$γ_{10}$	-0.0204	-0.14

V-Lab

Japan Engine Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:56.96% (-3.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japan Engine Corp Analyses