Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0465	7.64
$α$	0.1122	7.64
$β$	0.7997	33.49
$γ_{1}$	-0.0817	-1.94
$γ_{2}$	0.1786	2.84
$γ_{3}$	-0.1551	-3.41
$γ_{4}$	0.0448	0.94
$γ_{5}$	0.0916	1.85
$γ_{6}$	-0.1663	-3.19
$γ_{7}$	0.1355	2.53
$γ_{8}$	-0.0625	-1.36
$γ_{9}$	0.0138	0.34
$γ_{10}$	0.0068	0.23

V-Lab

Tamura Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:51.92% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tamura Corp Analyses