Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.4268	8.71
$α$	0.1321	9.32
$β$	0.7492	30.24
$γ_{1}$	0.0264	0.98
$γ_{2}$	0.0062	0.16
$γ_{3}$	-0.1182	-4.37
$γ_{4}$	0.1990	5.66
$γ_{5}$	-0.2028	-4.04
$γ_{6}$	0.1226	2.25
$γ_{7}$	-0.0200	-0.42
$γ_{8}$	-0.0954	-2.23
$γ_{9}$	0.3093	5.04

V-Lab

Nippon Sharyo Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:47.57% (+1.37%)

Date Range:

Parameter Estimates

News Impact Curve

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