Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1382	8.64
$α$	0.1231	8.62
$β$	0.8003	38.70
$γ_{1}$	0.0433	1.36
$γ_{2}$	0.0419	0.81
$γ_{3}$	-0.2273	-5.80
$γ_{4}$	0.2325	6.53
$γ_{5}$	-0.1357	-3.43
$γ_{6}$	0.0569	1.46
$γ_{7}$	0.0384	1.02
$γ_{8}$	-0.1419	-3.11
$γ_{9}$	0.2584	3.53

V-Lab

Chiyoda Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:110.34% (-9.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chiyoda Corp Analyses