Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3049	6.62
$α$	0.0897	8.68
$β$	0.8494	52.46
$γ_{1}$	-0.0181	-0.39
$γ_{2}$	0.1130	1.60
$γ_{3}$	-0.1819	-2.74
$γ_{4}$	0.0814	1.06
$γ_{5}$	0.0733	1.21
$γ_{6}$	-0.1434	-3.23
$γ_{7}$	0.1361	3.15
$γ_{8}$	-0.0792	-1.82
$γ_{9}$	-0.0082	-0.21
$γ_{10}$	0.0510	1.72

V-Lab

Tsugami Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:43.53% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsugami Corp Analyses