Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2188	6.06
$α$	0.1206	6.52
$β$	0.7387	19.01
$γ_{1}$	0.0586	1.21
$γ_{2}$	-0.0022	-0.03
$γ_{3}$	-0.1168	-2.67
$γ_{4}$	0.0125	0.26
$γ_{5}$	0.1445	3.04
$γ_{6}$	-0.1901	-4.32
$γ_{7}$	0.1895	4.44
$γ_{8}$	-0.1538	-3.51
$γ_{9}$	0.0433	0.85
$γ_{10}$	0.0899	0.97

V-Lab

Okamoto Machine Tool Works Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:98.11% (-13.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Okamoto Machine Tool Works Analyses