Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	2.7378	4.52
$α$	0.2899	7.08
$β$	0.5938	14.28
$γ_{1}$	1.1099	7.54
$γ_{2}$	-1.6986	-6.74
$γ_{3}$	0.8091	3.11
$γ_{4}$	-0.3455	-1.13
$γ_{5}$	0.5326	1.79
$γ_{6}$	-1.0669	-4.78
$γ_{7}$	1.1614	5.68
$γ_{8}$	-0.8824	-3.60
$γ_{9}$	0.8863	3.33
$γ_{10}$	-0.9239	-2.80

V-Lab

Kanemitsu Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:16.82% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Kanemitsu Corp Analyses