Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2220	8.68
$α$	0.1285	5.07
$β$	0.6281	11.75
$γ_{1}$	0.0987	2.26
$γ_{2}$	-0.0949	-1.38
$γ_{3}$	-0.0883	-1.38
$γ_{4}$	0.1889	2.14
$γ_{5}$	-0.1924	-2.27
$γ_{6}$	0.1234	2.19
$γ_{7}$	-0.0320	-0.74
$γ_{8}$	0.0118	0.26
$γ_{9}$	-0.0961	-2.13
$γ_{10}$	0.1456	5.18

V-Lab

Tachi-S Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.28% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tachi-S Co Ltd Analyses