Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4750	4.14
$α$	0.1590	7.76
$β$	0.7714	30.26
$γ_{1}$	-0.0429	-0.89
$γ_{2}$	0.1104	1.49
$γ_{3}$	-0.1295	-2.38
$γ_{4}$	0.1085	2.39
$γ_{5}$	-0.0973	-2.06
$γ_{6}$	0.2227	3.17

V-Lab

Hoden Seimitsu Kako Kenkyush Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:81.09% (+1.70%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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