Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8959	8.44
$α$	0.1473	7.33
$β$	0.5949	12.42
$γ_{1}$	-0.0081	-0.33
$γ_{2}$	-0.0626	-1.57
$γ_{3}$	0.1853	4.85
$γ_{4}$	-0.1967	-5.70
$γ_{5}$	0.0950	3.27
$γ_{6}$	0.0147	0.46
$γ_{7}$	-0.0501	-1.69
$γ_{8}$	0.0287	1.51

V-Lab

PILLAR Corp /Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:64.32% (-10.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other PILLAR Corp /Japan Analyses