Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1374	8.66
$α$	0.1226	8.61
$β$	0.8008	38.76
$γ_{1}$	0.0437	1.37
$γ_{2}$	0.0410	0.80
$γ_{3}$	-0.2268	-5.80
$γ_{4}$	0.2330	6.57
$γ_{5}$	-0.1373	-3.49
$γ_{6}$	0.0592	1.52
$γ_{7}$	0.0358	0.95
$γ_{8}$	-0.1401	-3.07
$γ_{9}$	0.2602	3.52

V-Lab

Chiyoda Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:115.03% (-7.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Chiyoda Corp Analyses