Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.0894	4.19
$α$	0.2484	3.59
$β$	0.4593	4.24
$γ_{1}$	6.6227	3.04
$γ_{2}$	-12.3355	-3.02
$γ_{3}$	8.6288	2.18
$γ_{4}$	-2.7243	-0.95
$γ_{5}$	-0.8070	-0.26
$γ_{6}$	0.0686	0.02
$γ_{7}$	1.7105	0.67
$γ_{8}$	-3.9602	-2.19
$γ_{9}$	7.3272	2.92
$γ_{10}$	-10.3307	-3.13

V-Lab

Peers Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:34.79% (-2.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Peers Co Ltd Analyses