Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.9957	4.58
$α$	0.1249	2.86
$β$	0.6656	7.56
$γ_{1}$	1.5117	2.41
$γ_{2}$	-2.3652	-2.61
$γ_{3}$	1.3696	2.37
$γ_{4}$	-0.6763	-1.40
$γ_{5}$	-0.0207	-0.05
$γ_{6}$	0.3313	0.57
$γ_{7}$	-0.5709	-0.84
$γ_{8}$	0.9001	1.97

V-Lab

Matching Service Japan Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:10.83% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Matching Service Japan Co Analyses