Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0950	8.77
$α$	0.1143	7.92
$β$	0.8087	39.10
$γ_{1}$	0.0178	0.54
$γ_{2}$	0.0531	1.00
$γ_{3}$	-0.2021	-5.23
$γ_{4}$	0.2537	6.61
$γ_{5}$	-0.2025	-4.29
$γ_{6}$	0.0920	1.87
$γ_{7}$	0.0025	0.05
$γ_{8}$	-0.0501	-0.88
$γ_{9}$	0.1765	1.30

V-Lab

Tsudakoma Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:103.84% (+42.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tsudakoma Corp Analyses