Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8301	6.13
$α$	0.0467	6.75
$β$	0.9249	79.29
$γ_{1}$	-0.0310	-1.01
$γ_{2}$	0.0913	2.02
$γ_{3}$	-0.1579	-5.39
$γ_{4}$	0.1892	7.42
$γ_{5}$	-0.1562	-5.77
$γ_{6}$	0.1132	3.55
$γ_{7}$	-0.0832	-2.19
$γ_{8}$	0.1072	2.16

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Advantest Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:73.79% (+0.51%)

Date Range:

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