Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0578	8.59
$α$	0.1107	7.44
$β$	0.8032	33.47
$γ_{1}$	-0.0696	-2.70
$γ_{2}$	0.1711	4.44
$γ_{3}$	-0.1960	-6.81
$γ_{4}$	0.1538	4.95
$γ_{5}$	-0.0816	-2.33
$γ_{6}$	0.0122	0.36
$γ_{7}$	0.0483	1.61
$γ_{8}$	-0.1119	-3.63
$γ_{9}$	0.1731	3.14

V-Lab

Nippon Thompson Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:53.79% (+0.67%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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