Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7669	4.98
$α$	0.1252	5.06
$β$	0.7890	22.55
$γ_{1}$	0.6333	2.85
$γ_{2}$	-0.7572	-2.13
$γ_{3}$	0.0287	0.12
$γ_{4}$	0.3024	1.72
$γ_{5}$	-0.4870	-1.85
$γ_{6}$	0.5606	1.69
$γ_{7}$	-0.4729	-1.47
$γ_{8}$	0.1193	0.32
$γ_{9}$	0.3331	0.76
$γ_{10}$	-0.3028	-0.50

V-Lab

Hephaist Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:212.05% (+10.99%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Hephaist Co Ltd Analyses