Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0611	8.72
$α$	0.1230	7.78
$β$	0.7912	32.60
$γ_{1}$	-0.0047	-0.11
$γ_{2}$	0.0929	1.42
$γ_{3}$	-0.1881	-3.61
$γ_{4}$	0.1096	1.77
$γ_{5}$	0.0757	1.14
$γ_{6}$	-0.2211	-4.12
$γ_{7}$	0.2421	4.76
$γ_{8}$	-0.1891	-3.54
$γ_{9}$	0.1584	2.70
$γ_{10}$	-0.1019	-1.83

V-Lab

Tsudakoma Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:128.63% (+25.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsudakoma Corp Analyses