Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.3029	3.25
$α$	0.2227	4.96
$β$	0.6464	11.85
$γ_{1}$	-0.7319	-0.99
$γ_{2}$	2.0643	1.85
$γ_{3}$	-2.7840	-2.83
$γ_{4}$	2.6907	2.50
$γ_{5}$	-2.1598	-2.36
$γ_{6}$	0.9679	1.34
$γ_{7}$	0.9042	1.53
$γ_{8}$	-2.1674	-4.31
$γ_{9}$	1.7809	5.06

V-Lab

Imamura Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:25.00% (-4.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imamura Securities Co Ltd Analyses