Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.8205	6.33
$α$	0.0949	6.47
$β$	0.7733	20.76
$γ_{1}$	-0.0538	-0.92
$γ_{2}$	0.1286	1.59
$γ_{3}$	-0.1922	-4.24
$γ_{4}$	0.2157	4.18
$γ_{5}$	-0.1175	-2.25
$γ_{6}$	0.0041	0.10
$γ_{7}$	0.0185	0.41
$γ_{8}$	0.0026	0.04
$γ_{9}$	-0.0198	-0.34
$γ_{10}$	0.0206	0.49

V-Lab

Mitsuba Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:52.20% (-1.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitsuba Corp Analyses