Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9706	3.50
$α$	0.2051	7.20
$β$	0.6687	18.36
$γ_{1}$	-0.0817	-0.69
$γ_{2}$	-0.0025	-0.02
$γ_{3}$	0.2620	2.74
$γ_{4}$	-0.3839	-4.03
$γ_{5}$	0.3450	3.70
$γ_{6}$	-0.1782	-1.92
$γ_{7}$	0.0082	0.10
$γ_{8}$	0.1078	1.65
$γ_{9}$	-0.1166	-2.51

V-Lab

Murakami Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:27.25% (-2.28%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Murakami Corp Analyses