Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4012	6.00
$α$	0.2054	7.95
$β$	0.6703	18.60
$γ_{1}$	-0.1226	-2.59
$γ_{2}$	0.1732	2.35
$γ_{3}$	-0.0729	-1.11
$γ_{4}$	0.0267	0.40
$γ_{5}$	0.0665	1.20
$γ_{6}$	-0.1964	-3.39
$γ_{7}$	0.2955	2.31

V-Lab

Sansei Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:86.36% (-8.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sansei Co Ltd Analyses