Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	1.5328	4.39
$α$	0.3123	5.87
$β$	0.4955	8.22
$γ_{1}$	-0.0266	-0.39
$γ_{2}$	-0.0533	-0.51
$γ_{3}$	0.0960	1.19
$γ_{4}$	0.0506	0.65
$γ_{5}$	-0.1495	-1.52
$γ_{6}$	0.2219	2.23
$γ_{7}$	-0.2960	-4.03
$γ_{8}$	0.2886	3.06
$γ_{9}$	-0.2477	-2.85
$γ_{10}$	0.2682	2.78

V-Lab

Kappa Create Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:27.35% (+10.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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