Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	1.0029	8.02
$α$	0.1016	7.91
$β$	0.8445	46.55
$γ_{1}$	0.0150	0.62
$γ_{2}$	0.0322	0.87
$γ_{3}$	-0.1348	-4.83
$γ_{4}$	0.1712	6.10
$γ_{5}$	-0.1006	-3.14
$γ_{6}$	-0.0159	-0.38
$γ_{7}$	0.0484	1.17
$γ_{8}$	-0.0149	-0.54

V-Lab

Sharp Corp/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:70.95% (-5.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sharp Corp/Japan Analyses