Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0124	8.11
$α$	0.0999	7.91
$β$	0.8466	47.04
$γ_{1}$	0.0161	0.67
$γ_{2}$	0.0312	0.84
$γ_{3}$	-0.1353	-4.84
$γ_{4}$	0.1717	6.11
$γ_{5}$	-0.1012	-3.15
$γ_{6}$	-0.0138	-0.33
$γ_{7}$	0.0435	1.06
$γ_{8}$	-0.0095	-0.35

V-Lab

Sharp Corp/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:33.47% (-0.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sharp Corp/Japan Analyses