Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2714	9.15
$α$	0.1289	5.01
$β$	0.6187	11.19
$γ_{1}$	0.1102	2.57
$γ_{2}$	-0.1061	-1.56
$γ_{3}$	-0.0952	-1.47
$γ_{4}$	0.2054	2.30
$γ_{5}$	-0.2129	-2.48
$γ_{6}$	0.1432	2.53
$γ_{7}$	-0.0485	-1.11
$γ_{8}$	0.0239	0.50
$γ_{9}$	-0.1041	-1.95
$γ_{10}$	0.1508	1.96

V-Lab

Tachi-S Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:18.27% (+0.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Tachi-S Co Ltd Analyses