Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2761	3.28
$α$	0.2210	4.80
$β$	0.6413	11.32
$γ_{1}$	-0.7616	-1.05
$γ_{2}$	2.1080	1.92
$γ_{3}$	-2.8018	-2.90
$γ_{4}$	2.6896	2.55
$γ_{5}$	-2.1393	-2.38
$γ_{6}$	0.9082	1.28
$γ_{7}$	1.0631	1.85
$γ_{8}$	-2.5569	-5.20
$γ_{9}$	2.7685	3.78

V-Lab

Imamura Securities Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:30.80% (+11.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Imamura Securities Co Ltd Analyses