Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8912	8.38
$α$	0.1412	8.53
$β$	0.7137	22.30
$γ_{1}$	-0.1249	-3.35
$γ_{2}$	0.2489	4.38
$γ_{3}$	-0.2021	-5.16
$γ_{4}$	0.0734	1.85
$γ_{5}$	0.0620	1.40
$γ_{6}$	-0.1246	-2.62
$γ_{7}$	0.0918	1.86
$γ_{8}$	-0.0333	-0.88
$γ_{9}$	-0.0140	-0.45
$γ_{10}$	0.1823	3.63

V-Lab

Sodick Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:66.66% (+21.98%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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