Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.1264	8.83
$α$	0.1086	7.53
$β$	0.8114	35.15
$γ_{1}$	-0.0505	-1.93
$γ_{2}$	0.1406	3.58
$γ_{3}$	-0.1751	-5.95
$γ_{4}$	0.1369	4.32
$γ_{5}$	-0.0703	-1.98
$γ_{6}$	0.0101	0.29
$γ_{7}$	0.0361	1.18
$γ_{8}$	-0.0760	-2.69
$γ_{9}$	0.0777	3.43

V-Lab

Nippon Thompson Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.35% (+1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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