Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3688	5.51
$α$	0.1253	8.21
$β$	0.7662	27.10
$γ_{1}$	-0.0447	-0.85
$γ_{2}$	0.1887	2.27
$γ_{3}$	-0.2531	-3.17
$γ_{4}$	0.1247	1.53
$γ_{5}$	0.0062	0.09
$γ_{6}$	-0.0541	-0.86
$γ_{7}$	0.0340	0.63
$γ_{8}$	0.0351	0.72
$γ_{9}$	-0.0518	-1.19
$γ_{10}$	0.0121	0.35

V-Lab

GS Yuasa Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:42.24% (-3.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GS Yuasa Corp Analyses