Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.3009	1.94
$α$	0.2054	3.17
$β$	0.3527	2.50
$γ_{1}$	3.0170	2.45
$γ_{2}$	-4.2634	-2.57
$γ_{3}$	2.2473	1.97
$γ_{4}$	-2.5015	-2.17
$γ_{5}$	3.0260	2.85
$γ_{6}$	-2.0268	-1.85
$γ_{7}$	0.6516	0.70
$γ_{8}$	-0.7127	-0.94
$γ_{9}$	1.3242	1.17

V-Lab

Semba Corporation Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:24.58% (+0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Semba Corporation Analyses