Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2640	5.17
$α$	0.1833	6.26
$β$	0.7101	20.12
$γ_{1}$	-0.0579	-1.15
$γ_{2}$	-0.0197	-0.27
$γ_{3}$	0.2243	5.09
$γ_{4}$	-0.2752	-5.91
$γ_{5}$	0.2500	4.35
$γ_{6}$	-0.2428	-3.56
$γ_{7}$	0.2068	2.68
$γ_{8}$	-0.1607	-1.32

V-Lab

Sanko Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:22.09% (-2.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Sanko Co Ltd Analyses