Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.6920	6.14
$α$	0.1200	7.58
$β$	0.7355	24.25
$γ_{1}$	-0.1179	-2.29
$γ_{2}$	0.1685	2.26
$γ_{3}$	-0.1372	-3.06
$γ_{4}$	0.1776	4.62
$γ_{5}$	-0.1335	-3.20
$γ_{6}$	0.0642	1.23
$γ_{7}$	-0.0164	-0.27
$γ_{8}$	-0.0500	-0.79
$γ_{9}$	0.0676	1.10
$γ_{10}$	-0.0060	-0.07

V-Lab

Shibuya Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:30.01% (+1.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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