Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2424	6.63
$α$	0.0907	8.66
$β$	0.8424	50.10
$γ_{1}$	-0.0423	-0.96
$γ_{2}$	0.1527	2.26
$γ_{3}$	-0.2079	-3.30
$γ_{4}$	0.0965	1.31
$γ_{5}$	0.0698	1.20
$γ_{6}$	-0.1469	-3.45
$γ_{7}$	0.1375	3.31
$γ_{8}$	-0.0683	-1.61
$γ_{9}$	-0.0464	-1.11
$γ_{10}$	0.1630	2.81

V-Lab

Tsugami Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:47.87% (+4.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsugami Corp Analyses