Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0871	5.57
$α$	0.1794	7.69
$β$	0.5544	11.92
$γ_{1}$	-0.0109	-0.20
$γ_{2}$	-0.0250	-0.33
$γ_{3}$	-0.0018	-0.04
$γ_{4}$	0.1842	4.00
$γ_{5}$	-0.3343	-6.91
$γ_{6}$	0.3589	6.39
$γ_{7}$	-0.2402	-3.81
$γ_{8}$	0.0635	1.04
$γ_{9}$	-0.0075	-0.13
$γ_{10}$	-0.0422	-0.40

V-Lab

Sumida Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:40.07% (-11.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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