Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4909	2.13
$α$	0.3274	3.98
$β$	0.3315	4.19
$γ_{1}$	-1.6356	-1.33
$γ_{2}$	3.5240	2.02
$γ_{3}$	-2.8322	-1.75
$γ_{4}$	2.0976	1.20
$γ_{5}$	-3.1563	-2.16
$γ_{6}$	3.8198	3.42
$γ_{7}$	-3.1502	-2.98
$γ_{8}$	2.2189	1.41
$γ_{9}$	-1.7980	-0.98
$γ_{10}$	1.9718	0.90

V-Lab

Ichikura Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.36% (+6.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ichikura Co Ltd Analyses