Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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	param	t-stat
$ω$	0.9157	4.76
$α$	0.2501	7.44
$β$	0.5278	11.52
$γ_{1}$	0.0017	0.03
$γ_{2}$	-0.0749	-0.85
$γ_{3}$	0.1665	2.25
$γ_{4}$	-0.2034	-2.57
$γ_{5}$	0.1583	2.50
$γ_{6}$	0.0032	0.06
$γ_{7}$	-0.0906	-1.79
$γ_{8}$	0.0492	0.64

V-Lab

Yamadai Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:40.36% (-4.31%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Yamadai Corp Analyses