Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3672	3.24
$α$	0.1604	4.73
$β$	0.6162	8.77
$γ_{1}$	-2.8505	-2.01
$γ_{2}$	5.8474	2.80
$γ_{3}$	-5.3584	-3.91
$γ_{4}$	3.9339	3.93
$γ_{5}$	-2.6494	-3.94
$γ_{6}$	2.0073	2.48
$γ_{7}$	-1.8854	-1.93
$γ_{8}$	2.0604	2.38
$γ_{9}$	-2.6948	-2.88
$γ_{10}$	3.4295	2.89

V-Lab

Kamakura Shinsho Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:35.81% (-3.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kamakura Shinsho Ltd Analyses