Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.7521	5.97
$α$	0.0945	6.56
$β$	0.7765	21.26
$γ_{1}$	-0.0894	-1.54
$γ_{2}$	0.1859	2.33
$γ_{3}$	-0.2322	-5.21
$γ_{4}$	0.2489	4.82
$γ_{5}$	-0.1430	-2.71
$γ_{6}$	0.0204	0.48
$γ_{7}$	0.0115	0.25
$γ_{8}$	0.0007	0.01
$γ_{9}$	-0.0059	-0.07
$γ_{10}$	-0.0219	-0.14

V-Lab

Mitsuba Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:49.90% (-1.48%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Mitsuba Corp Analyses