Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3126	5.27
$α$	0.1267	8.24
$β$	0.7661	27.86
$γ_{1}$	-0.0695	-1.31
$γ_{2}$	0.2289	2.74
$γ_{3}$	-0.2773	-3.50
$γ_{4}$	0.1357	1.66
$γ_{5}$	0.0073	0.10
$γ_{6}$	-0.0639	-0.98
$γ_{7}$	0.0468	0.84
$γ_{8}$	0.0236	0.43
$γ_{9}$	-0.0411	-0.59
$γ_{10}$	-0.0044	-0.03

V-Lab

GS Yuasa Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:41.80% (-3.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GS Yuasa Corp Analyses