Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1299	8.17
$α$	0.1199	8.23
$β$	0.7709	30.21
$γ_{1}$	0.0115	0.45
$γ_{2}$	-0.0009	-0.02
$γ_{3}$	-0.0597	-2.49
$γ_{4}$	0.1138	6.40
$γ_{5}$	-0.1183	-7.46
$γ_{6}$	0.1021	4.81
$γ_{7}$	-0.1194	-3.13
$γ_{8}$	0.1614	2.60

V-Lab

Nachi-Fujikoshi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:37.29% (+7.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nachi-Fujikoshi Corp Analyses