Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.2092	5.16
$α$	0.1338	4.46
$β$	0.5957	5.64
$γ_{1}$	-0.0163	-0.23
$γ_{2}$	-0.0141	-0.13
$γ_{3}$	-0.0010	-0.01
$γ_{4}$	0.1486	2.25
$γ_{5}$	-0.2995	-4.61
$γ_{6}$	0.4433	6.83
$γ_{7}$	-0.4929	-5.84
$γ_{8}$	0.3423	3.21
$γ_{9}$	-0.1419	-1.24
$γ_{10}$	0.0422	0.53

V-Lab

Nojima Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:28.00% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Nojima Corp Analyses