Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.4881	3.42
$α$	0.1522	4.26
$β$	0.7235	13.38
$γ_{1}$	1.8714	1.80
$γ_{2}$	-3.3577	-1.93
$γ_{3}$	3.3175	2.80
$γ_{4}$	-3.8856	-4.16
$γ_{5}$	3.5941	3.86
$γ_{6}$	-2.2123	-2.84
$γ_{7}$	1.4206	1.22
$γ_{8}$	-2.6999	-1.58
$γ_{9}$	6.7980	2.34

V-Lab

Mortgage Service Japan Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:80.44% (-10.81%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mortgage Service Japan Ltd Analyses