Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1199	7.99
$α$	0.1240	8.16
$β$	0.7673	30.69
$γ_{1}$	0.0101	0.39
$γ_{2}$	-0.0004	-0.01
$γ_{3}$	-0.0563	-2.31
$γ_{4}$	0.1074	5.95
$γ_{5}$	-0.1085	-6.85
$γ_{6}$	0.0876	4.57
$γ_{7}$	-0.0930	-3.14
$γ_{8}$	0.0872	3.08

V-Lab

Nachi-Fujikoshi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:29.60% (+4.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nachi-Fujikoshi Corp Analyses