Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7807	2.60
$α$	0.1710	4.53
$β$	0.5277	6.09
$γ_{1}$	-0.0142	-0.02
$γ_{2}$	-0.2842	-0.28
$γ_{3}$	0.0392	0.05
$γ_{4}$	1.0180	1.43
$γ_{5}$	-1.3012	-2.37
$γ_{6}$	0.5896	1.18
$γ_{7}$	0.1871	0.39
$γ_{8}$	-0.6894	-1.16
$γ_{9}$	1.0126	1.60
$γ_{10}$	-1.2328	-1.63

V-Lab

Ibj Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:28.19% (-2.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ibj Inc Analyses