Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.7203	7.23
$α$	0.1281	9.02
$β$	0.7634	28.76
$γ_{1}$	0.0080	0.27
$γ_{2}$	0.0549	1.15
$γ_{3}$	-0.1483	-4.06
$γ_{4}$	0.1510	4.72
$γ_{5}$	-0.1058	-3.48
$γ_{6}$	0.0637	1.85
$γ_{7}$	-0.0156	-0.35
$γ_{8}$	-0.0145	-0.28
$γ_{9}$	0.0022	0.06

V-Lab

Shimano Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:43.26% (+13.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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