Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9618	8.68
$α$	0.1361	8.58
$β$	0.7360	25.64
$γ_{1}$	-0.0944	-2.48
$γ_{2}$	0.2008	3.45
$γ_{3}$	-0.1727	-4.27
$γ_{4}$	0.0560	1.36
$γ_{5}$	0.0686	1.50
$γ_{6}$	-0.1267	-2.57
$γ_{7}$	0.1005	1.96
$γ_{8}$	-0.0643	-1.61
$γ_{9}$	0.0698	2.06
$γ_{10}$	-0.0437	-1.43

V-Lab

Sodick Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:59.98% (+24.86%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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